The following are two batch files I use a lot when working with WF persistence and or tracking as I find it desirable to clear the out often. Just drop them in the "C:\WINDOWS\Microsoft.NET\Framework\v3.0\Windows Workflow Foundation\SQL\EN" directory with the four SQL scripts and recreating the required databases is just a few clicks away.

CreatePersistence.bat

osql -E -S .\sqlexpress -Q "Drop Database WorkflowPersistence"
osql -E -S .\sqlexpress -Q "Create Database WorkflowPersistence"
osql -E -S .\sqlexpress -d WorkflowPersistence -i SqlPersistenceService_Schema.sql
osql -E -S .\sqlexpress -d WorkflowPersistence -i SqlPersistenceService_Logic.sql

CreateTracking.bat

osql -E -S .\sqlexpress -Q "Drop Database WorkflowTracking"
osql -E -S .\sqlexpress -Q "Create Database WorkflowTracking"
osql -E -S .\sqlexpress -d WorkflowTracking -i Tracking_Schema.sql
osql -E -S .\sqlexpress -d WorkflowTracking -i Tracking_Logic.sql

Of course you could also use my SqlCeWorkflowPersistenceService as the persistence service, download it from http://code.msdn.microsoft.com/SqlCeWFPersistence. I never did create a TrackingService based upon SQL Compact but if enough people are interested I might just do so