WHDC has a very nice page that with many presentations and videos about driver development at http://www.microsoft.com/whdc/driver/foundation/DevNotes.mspx
You'll find there 9 videos about WDF, 3 about KMDF, and 2 about kernel debugging, as well as many presentations. There is no video for UMDF, yet :( For those of you, who prefer looking at videos instead of reading documentation, this site should be really helpful :)
A few other pages that is not easy to find are WinHEC 2004 and WinHEC 2005. From the main WHDC website, somebody can find directly only the material for WinHEC 2006 conference papers and presentations. WinHEC stands for WINdows Hardware Engineering Conference and is a conference, in which Microsoft presents the newest directions regarding hardware development and drivers (mostly).If somebody is interested in buying the DVD from one of the Microsoft events (WinHEC, PDC, TechEd, etc), he should look here.
The WDF videos from the WHDC link provide a very complete and easy to understand introduction to WDF, focusing on KMDF. Since in that site they are not shown with the same order that the were presented in WinHEC 2004, I'll give the links in order:
Another site with many videos is http://www.microsoft.com/seminar/mmcfeed/mmcdisplay.asp?lang=en&pf=100502. For example, you'll be able to find there many videos from WinHEC 2002. There are some interesting videos there, like the "General Driver: Windows Driver Power Management" (you can also compare this presentation with the WDF presentations on Power Management from the WHDC website), and the "General Driver Understanding Driver Security" presentations by Adrian Oney, the presentations on PnP, etc.
Finally, Microsoft also offers webcasts on-demand in the website http://www.microsoft.com/events/webcasts/ondemand.mspx. I think that particularly interesting are the ones related to security that can be specifically found by going to the "Webcast Series" and clicking on the "Digital Blackbelt Series".