I have watched a few full length web casts from Microsoft and a couple of episodes of dnrTV. And while these are a great learning tool, it is not always easy to find an hour to set aside to watch many of these (well it's not easy for me <g> )
I came across the following after someone posted a reference to them on the aus-dotnet mailling list.
MSDN Nuggets: http://www.microsoft.com/uk/msdn/events/nuggets.aspx
The concept looks really interesting, these are little 10-15 minute videos on specific topics. They cover quite a few technologies including SQL 2005, VS.NET 2005 and WinFx. I have a few of these ear marked, I'm sure there would be something in there of interest to an Microsoft based developer.