Here's the sample code and slides I showed about the PerformancePoint SDK at TechEd.

A couple notes:

1. The build OutputDir and xcopy post-build steps assume default locations for PerformancePoint assemblies, the Monitoring Web Service, and SharePoint :80 web application, as discussed in the BIN08-TLC slides. Please take a look and make sure they're right for your environment.
2. To get the samples working you'll need to alter the *.config files. See config-readme.txt for details. Let me know if you need help, I think this is the trickiest part.
3. If you want to use the "Live Search"-based custom data source implementation, please apply for your own Live Search application ID and insert it in SearchDataSourceProvider.cs. (It'll take about 15 minutes for the application ID to become active; until then feel free to use mine.)