I have spent a fair amount of time with the WSE HOLs in the last 2 months, fixing them up for the SP2 release and ensuring that they cover the essential features of WSE 2.0. These were originally written by Aaron and he did an excellent job creating them. They are without doubt the best resource for getting up to speed with understanding WSE 2.0 quickly.
I have been working with the Visual Studio Hosted team over the last month to get these available online on MSDN. Now through the magic of virtual server you can access these WSE HOLs without having to install them on your machine. To access them you need to create a login account with a username and password (its free) and then you have access to various developer HOLs ranging from ASP.NET to Smart Clients. Of course the WSE labs are the hot new ones!
These are the four WSE HOL labs which can be found under the Web Services Section
Web Services Enhancements 2.0 - Security and Policy (C#)
Web Services Enhancements 2.0 - Messaging (C#)
Web Services Enhancements 2.0 - Security and Policy (VB)
Web Services Enhancements 2.0 - Messaging (VB .NET)