I've read some stuff around Python for .NET before and I found the article from Jim Hugunin very interesting, especially for getting a better insight on how the CLR works internally.
Turns out Jim has joined the Microsoft CLR team, and is starting today. Well, this is good news. (does this also mean P# will be available someday? ;-)
He has also released IronPython 0.6 under the CPL license.