One thing I've recently discovered is that you can download the entire MSDN reference library for free directly from Microsoft. Be warned: the collection can be up to 1729Mb! I guess this could be handy if you are going to a desert island to develop some software, and need the best reference.
Link: MSDN Download, May 2006 Edition
Have you see the current issues of MSDN magazine? The September edition is out now. If you like paper versions, and you are an MSDN Premium Subscriber, you can sign up and get it for free.
I only mentioned it because the lead story introduces the Smart Clients Software Factory tools from the patterns and practices group. This is of interest because of the Mobile Client version was released last month, and much of the content in the article will be relevant.
There's also a great piece on using Virtual Earth APIs. Doesn't that make you want to write something with your Pocket PC and GPS? :-)