Be sure to check out the latest Microsoft DirectX SDK and stay up to date with the latest Microsoft technology and samples. Altho this may not seem like the DirectX SDK relates to XNA, however XNA is built on top of DirectX.
Coming in at a whopping 451 Megs this update is packed full of useful information and documentation.
If nothing else, check out all the various HLSL tutorials, content and utilities specifically designed for DirectX and ultimately invaluable information to any XNA developer.
June DirectX SDK is currently available through LetsKillDave.