One of the most useful tools for me in the Windows SDK is Orca.exe. Not to be confused by "Orcas", which is the code name for the next Visual Studio release, Orca is a tool by which a user may view and edit MSI tables. It's incredibly useful for anybody who creates or manages setup using MSI.
There were a couple of posts in our SDK Forum that mentioned that users have trouble finding Orca. The default install directory for Orca is C:\program Files\Microsoft SDKs\Windows\v6.0\bin. In that folder is Orca.msi. Run the Orca.msi to install the app to disk, and you're ready to roll. If you choose a custom install directory, just look for the \bin folder in that path and you will find Orca at the root.
If you're just looking for Orca and don't want to download our whole SDK, run the web setup and select just Win32 Development Tools. That will get you a set of about 41 tools that includes the Orca MSI. There are also 9 or 10 additional MSI tools in that group, including:
MsiCert: Populates the MsiDigitalSignature and MsiDigitalCertificate tables for a given Media entry and cabinet
MsiDb: Database management tool for MSIs
MsiTran: MSI transform tool
I encourage you to work with the tools if you're a setup dev or just interested in Setup. And please send us your comments on what you find useful and what would help optimize your experience. This is a great time to send us your wish list.