I just can't seem to get enough of LINQ (Language Integrated Query) - particularly if this concept is new to you, then it's time to pay attention to it, as it's coming in the Orcas timeframe (next version of VS).
There is no better way to get started then to hear from LINQ's architect - Anders Hejlsberg. Here he talks about his vision for LINQ in a great video. If you are intrigued, then check out Charlie Calvert's big list of LINQ links. This is a great list, including this gem, showing integration of SharePoint and LINQ.