I know I'm a little late in providing a link to this, but I still wanted to mention here that there is a new community tech preview (CTP) version of WinFX available for download. This November 2005 CTP is built against the final released version of the .NET Framework 2.0, so it will be compatible with the final release of Visual Studio 2005 and SQL Server 2005. That means that this CTP will be the last time you have to uninstall and reinstall builds of the .NET Framework 2.0, VS 2005 or SQL 2005 in order to get WinFX development scenarios to work correctly on your system.
Unfortunately, the November 2005 CTP of WinFX is not compatible with previously released CTP builds of Windows Vista because those Vista builds include a prerelease version of the .NET Framework 2.0 installed as part of the OS, and you cannot update an OS component to a later version using the MSI-based installer for the .NET Framework 2.0. Also, the November 2005 CTP is not compatible with any beta versions of VS 2005 or SQL Server 2005 that you might still have installed because you can only have one build of the .NET Framework 2.0 installed on your system at any given time. You can use this removal tool to uninstall incompatible beta builds of VS, SQL Express, and WinFX.
Tom Archer posted a really nice list of links and an FAQ with more information about uninstalling previous WinFX CTP builds and installing the November 2005 CTP. Karsten Januszewski also posted this item with a description of what is new in the November 2005 CTP, including a draft MSDN document. I encourage you to check out both of these pages for more info about the WinFX November 2005 CTP.