look in the righthand column under Mobile and Devices Platforms for a list of players for designated devices. This also explains the feature set of each device player.
Currently it seems that some version of Flash is pre-installed on:
imode 505i handsets
Motorola A920 (Symbian)
Sony CLIÉ (Palm OS)
Nokia Communicator 9200 (Symbian)
But not all of these players support the same feature set.
It seems that for PocketPC devices, the end user needs to download the browser or standalone player. It does not seem that PocketPC manufacturers install Flash players with the device, but maybe I'm wrong about that.
i think all of the pre-installed players, with perhaps the exception of imode are "stand alone" not browser based. Not sure how this will affect the way in which you get the SWF into the device for viewing with the stand alone player.