I have just pulled together a short article on getting started with WinFX and Vista Development - outlining how to setup a development machine, discussing go-live, beta vs CTP and giving pointers to learning resources. It is on the main menu (bottom link until I figure out how to move it!) or easier still - the direct link is http://blogs.msdn.com/ericnel/articles/545219.aspx
My intention is to keep this up to date as CTPs are released and to gradually expand the level of detail. I hope you find it useful.