Today I found a new e-book, that I just have to recommend, which explains the Windows Phone 7 Toolkit in depth. It looks really good, covering most controls in detail, and giving some nice examples. This will probably be a good complement to the examples that comes with the toolkit. The book is written by Boryana Miloshevska, an experienced software developer. It can be downloaded for free here: http://www.windowsphonegeek.com/WPToolkitBook
Update: I can also recommend the free e-book “Programming Windows Phone 7″ by Charles Petzold (http://www.charlespetzold.com/phone/) which is also a great resource for WP7 development.