I'm using the NSE Mobile app on my Android. Works wonderfully when I'm on the go and using the app is as easy as eating an apple.
It does help to have a fast phone and a fast connection.
Also, I guess moneycontrol.com has come up with a market applications which is andriod based. Check that one out too... If you have a andriod phone, you can find the app in the "Market" app of any andriod phone.