j2me is a technology that was used a couple of years ago for creating those apps on the cheap phones (think pre-smartphones). blackberry and symbian have a bit of an extended java libraries but it is still similar to j2me (painful to create apps that don't look good plus in later global events symbian os is becoming more and more unpopular which means less and less developers are needed).
But basically the major part of the mobile apps are written in java, one way of another. there is also IOS which uses xCode. maybe even some embedded development platforms that are using c++ or something but i can't really say for those.
EDIT:
Oh and yes there is windows mobile now that is becoming quite popular. getting into windows 7 mobile development is actually a good idea in my opinion. Although currently its pretty poor in terms of available resources community etc.. it can possibly grow in the next year or two. Plus the app competitions is quite small, there isn't a market so its easier to push through a successful app (which isn't the case with iphone and also the android market becomes filled really fast).