Ken Getz's Great Article and a Couple Comments
Ken's article has already been pointed out by a few folks, but I just wanted to point it out myself and say how great of an article this is. As always, Ken's writing talents have been put to good use. If you want to know about pretty much everything that's new in VB 2005, this should be your first stop.
I do have a couple things I'd like to point though (other than the fact that it's a great read). There is a place in it when he talks about how when writing a Catch now, it will filter the Intellisense list to only classes that inherit from the Exception Class. Until recently I thought this was a great addition, until some other MVPs corrected me and pointed out that this feature is actually in VB today. Shows how often I write Catch's ;)
Also in addition to what Ken mentions in the article about the Using statement, you can also declare multiple variables that have a Dispose Method in a Using Statement. Just separate them with comma's. Again, great article, Ken! :)