Here are a bunch of links explaining FOR XML. It covers some FOR XML EXPLICIT functionality and focuses on the new capabilities in SQL Server 2005.

  1. FOR XML EXPLICIT or the “Query from Hell“ in SQL Server 2005: A less likely encounter
  2. Moving FOR XML EXPLICIT to the new PATH mode:
  3. “What's New in FOR XML in Microsoft SQL Server 2005“ is available on the MSDN XML DevCenter

[Note: this entry has been updated with link 3 on 2004-06-10]