This has come up several times at customer events, folks want to know how to write their own providers. Probably the best resource for understanding how to write your own provider for ASP.NET 2.0 is the ASP.NET Developer Center’s site for the Provider Toolkit. There are sample Access providers for Membership, Personalization, Profiles, and Roles. There is also a link to a great article on Understanding and Extending the Site Navigation System in ASP.NET 2.0, site also includes samples for extending the navigation system, including source that shows how you could map the folder structure of the site as the site map.
Gonna have to work these in as demos for my next ASP.NET 2.0 hands on lab day.
Update: Shawn Wildermuth provides an example of how to create a custom ASP.NET 2.0 Profile Provider on The Server Side .net as well. Yet another great reference for understanding the providers in ASP.NET 2.0.