1.   Microsoft Visual C# Express 2010
You can still use professional or ultimate.
2.   Microsoft .NET Micro Framework 4.1 SDK
This SDK must be installed before step three.
3.   GHI NETMF v4.1 and .NET Gadgeteer Package Apr. 23, 2012
This installs all the necessary SDKs and components. For changes or known issues, read the release notes.

Free E-Books
API References
Glide
.NET Gadgeteer

Getting Started
Firmware Update, First Project Introduction
Digital I/O
Beginner — Controlling Outputs and LEDs, Reading Inputs / Buttons
Intermediate — Button Matrix, High power LEDs Strips and Relays
Analog I/O
Beginner — Reading Analog inputs and Variable Resistors
Intermediate — Audio output and WAV file playback
PWM
Beginner — Melodies, Power Level Control
Intermediate — Servo Motors
Output Compare Waveform Generator
Beginner — Generating Digital Waveforms, Software PWM
Intermediate — Generating TV remote signals, Software UART
Serial Interfaces
Beginner — OneWire/Temperature Sensor, UART/PC Communication
Intermediate — I2C Bus, Software I2C Bus, SPI/MP3 Decoder
Advanced — CAN
Time Services
Beginner — Real Time Clock, System Timers
Networking
Beginner — Sockets crash course
Intermediate — Sending E-mails, Twitter, Web Server
Display
Beginner — Displays crash course, Serial Displays
Intermediate — Character 2x16 Displays, Glide, Reading Touch interface
USB Client
Beginner — USB Client Crash Course
USB Host
Beginner — USB Host Crash Course
Intermediate — USB Host on USBizi100
File System
Beginner — Crash Course
Cryptography
Beginner — XTEA
Intermediate — AES
Native Code / RLP
Beginner — Getting Started
Intermediate — Realtime Audio Recording
Advanced — Video Playback
Even More!
Beginner — FEZ RF433, Loading Resources, PinCapture, Serialization, Thinking Small, Watchdog, XML
Intermediate — Custom Heap, Expanding IOs
Advanced — Register Access & Managed Drivers, Dynamic Assembly Loading, Low Power

Tutorials coming soon.