Mike Henderlight, the WinForms-WPF interop guru, has started a blog: http://blogs.msdn.com/mhendersblog/.
At the PDC, Mike mentioned that WinForms-WPF interop won't be released in final form until the Visual Studio "Orcas" timeframe (sometime after WPF v1/Windows Vista). Wanted to clarify that hwnd interop is in WPF v1, WinForms interop is a separate feature that's built on top of hwnd interop.
In other news, the official version of the hwnd interop white paper made it into the SDK, which is now upon the web: http://winfx.msdn.microsoft.com/library/en-us/wcp_conceptual/html/af94e26d-1955-41e9-a16a-22852654ac48.asp?frame=true
Sadly, I don't see any way to download the complete sample code off the web, not sure if you can get it by installing the SDK. Might just be something that won't happen until Beta 2, I noticed there's a couple edits I asked for that don't seem to be in this copy...
And one quick debugging tip. Derek asked: "I have tried to host an Avalon Page within a Win32 app, the calls you mention succeed but all I get is a totally black window. Any clues ?"
Two things I'd check. First, are you calling InitializeComponent() from the page constructor? Second, are you explicitly setting a background for the page? (We've changed the default value for background and where exactly the default is set so many times I've lost track, so I've gotten into the habit of always specifying a background)