You can get the MSDN offline docs here. The CHM is nice if you're offline plus it's faster than the online content, has an index, and only contains Silverlight content.

IMPORTANT! If you open the CHM and cannot view content, do the following to resolve the issue:
- Right-click the CHM file, and then click "Properties".
- Click "Unblock".
- Double-click the .chm file to open the file.