To get SP1 installed go to the Office Update web site click check for Updates.
New features in OneNote include better integration with the other Office apps and shared real-time note taking! A complete list of all the new features is available here : http://www.microsoft.com/office/onenote/prodinfo/sp1/overview.mspx
New features in InfoPath include support for custom ActiveX controls, inking support, better digital signature support, easier validation and support for more complex XML structures. If you are a developer using InfoPath today you must go get this update as it vastly improves developer productivity. A full list of all the improvements is available here: http://www.microsoft.com/Office/infopath/prodinfo/sp1.mspx
UPDATE: See here for steps to install SP1 on a machine that has InfoPath SP1 Preview installed on it.