During my arcStream presentation on September 28th (http://www.arcstreameast.net/) I received a number of inquires about the characteristics and behavior of WF in Asp.net applications. The following references should help you get your arms around this topic.
First of all, there is a good bit of information on WF for ASP.NET applications out on http://wf.netfx3.com/. For example:
Secondly, for an excellent overview on Workflow management, workflow persistence, persistence behavior (order of events) reliability and high availability check out:
I also sensed some confusion on a couple of points that I want to take the time to clear-up.
Lastly, I recommend that you download the Windows Foundation SDK from the Windows SDK site. The Windows Workflow SDK is part of Windows SDK. It contains WF Programming Guide References, API References, and various Technology and Application Samples.