Depends what you mean by "compatible"...
One Note app surprisingly works/syncs beautifully between Windows Phone 8 and Windows 8 on Surface Pro. Used to dread server based... i mean, "The Cloud" (especially after "The Cloud" put a closing/freezing bug in Portal 2), but am warming up to "The Cloud" after using One Note.
With Windows Phone 7.5, accidently discovered it could be used as a wi-fi router between Win7 desktop and Win8 on Surface Pro. Thought it was the ethernet cable, but turned out the ethernet cable wasn't working and it was the phone doing the routing (so comparable speed, without the numbers).
Windows Phone 7.8 with Win7 or Win8 is kinda a pain because you have to use a program called Zune to transfer files back and forth, but with Windows Phone 8, you just plug in the USB and you drag files between folders.
Xbox accounts are synced in someway between Xbox, WinPhone and WinDesktop, but to what extent, i don't know.
Calendar sync wickedly between WinPhone7&8 and Windows 8 desktop too.
The Surface Pro AC adaptor has 1 plug to the socket, but an extra female hole too so you can plug both the Surface and WinPhone into it at the same time...also, you can plug a WinPhone into a Surface Pro to charge the winPhone on the go (although draining the Surface Pro battery to do so).