One of the best kept secrets of SQL Server 2008 has to be the new Extended Events architecture that was added to the troubleshooting toolset. The Extended Events Engine is the foundation on which Extended Events provide detailed information from inside the database engine. I wrote good coverage of Jerome Halmans session at PASS on them for Universal Thread at:
http://www.utcoverage.com/PASS/2008/
However, that only slightly begins to cover the subject. I spent over a month figuring out Extended Events while working on the Extended Events Manager application that won the SQL Heroes contest. Back then the information on Extended Events was very limited. There were numerous errors in the Books Online, and only Bob Beauchemin had blogged about it. (BTW, I owe a great debt of gratitude to Bob for his willingness to test my app, and provide feedback early on. He also provided me some excellent recommendations along the way.)
However as time goes on, things change, and good information is fairly readily available on the subject today. First Paul Randal, recently published an article in Technet Magazine that you can find through his blog post. Then coming in the February/March 2009, the topic will be covered in the Microsoft® SQL Server® 2008 Internals (Pro - Developer) which is available for pre-order now. (Watch for a quick review from me when it actually ships. I plan to dedicate my time to reading this.)
Some web references on XEvents (Extended Events) are:
http://blogs.msdn.com/sqlqueryprocessing/archive/2006/11/12/using-etw-for-sql-server-2005.aspx
Introducing SQL Server Extended Events
MSDN Webcast: SQL Server 2008 Advanced Troubleshooting with Extended Events (Level 200)
Debugging slow response times in SQL Server 2008
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