With the inclusion of XAudio2 in Windows 8, there's been renewed interest in learning how to use this API. The documentation on MSDN is of course a great place to start, and be sure to read through the entire Programmer's Guide as there's lots of great information throughout. You should also start by watching the BUILD 2011 presentation on audio. There are also a number of presentations from past Gamefest events that cover audio and XAudio2. While these talks are focused on the older versions, XAudio 2.8 is essentially the same design and API with a few specific differences so this information is all very relevant.

Gamefest 2007

Power to the Core: Audio Foundations on Microsoft Platforms

XAudio2 Goes Green: Making Game Audio a Sustainable Resource

Learn to Speak XAudio2 Like a Pro: Translating from DirectSound and XAudio

Positioning Yourself for 3D: X3DAudio and Sound Spatialization

xAPOs Mark the Spot: The DSP Implementation Framework for XAudio2

 

Gamefest 2008

Audio Blueprints: Microsoft Platform Audio Architecture 101

XAudio2: An Acoustic Architecture

Learn to Speak XAudio2 Like a Pro: Translating from DirectSound and XAudio

XAudio2 Advanced

Codifying Microsoft Game Audio Codecs

xAPOs: Build Your Own "Sound Shaders"

 

Gamefest 2010

XAudio2 - High Performance Considerations

The (3D) Sound of Success - X3DAudio and Sound Positioning

 

Gamefest 2011

Higher-Performance XAudio2

Making the Most of XAudio2’s xAPO Framework (US | UK)

 

Windows Store app samples

XAudio2 audio file playback sample

XAudio2 audio stream effect sample

 

Win32 desktop samples

XAudio2 Win32 Samples

 

MSDN Magazine 

Windows 8 Sound Generation with XAudio2

Constructing Audio Oscillators for Windows 8

Streaming and Manipulating Audio Files in Windows 8

 

 

See also XDSP, XINPUT, DirectXTK for Audio