I have the same problem,and I found a method to solve it.
you run the release version of your program , then you can debug the debug version.
I can not understand that , but it did work!
I have tried to copy the 'SQLite.Interop.059.DLL' to "\Windows" and "\" , the debug also ok!
See http://sqlite.phxsoftware.com/forums/p/1569/6785.aspx#6785
I'm using SQLite 065 and I had the same problem. Deploying BOTH SQLite.Interop.065.DLL and SQLite.Interop.065.lib along with the main sqlite dll solved the problem and it's working like a charm.
One more thing to mention is:
SQLite is waaaaaaaaaaaaay much faster than SqlCe and I'm gonna fall in love with it! :D