Somehow I missed the fact that Visualizing Information with Microsoft Office Visio 2007, a new book by David Parker, has been published. I knew that the book was coming out, but somehow the actual release slipped by me. I've had a number of people ask about good books for learning about real world uses of the new data features in Visio 2007, and I highly recommend this book for that reason.
David is one of our most active and insightful MVPs, and he has written a great book that comprehensively covers how to work with data in Visio. One of the best things about the book is that it not only covers the new features, but also has a lot of tips about how to best incorporate earlier product features into your overall solution.