Kinect for Windows SDK Programming Guide by Abhijit Jana book review
Since the release of Kinect for PC I had the opportunity to take part and be involved with several Kinect based projects. Starting developing with the Kinect SDK is something that most .NET and native C++ developers can handle very easily. Just download and install the SDK, hook a Kinect device (you can use the Xbox Kinect, however you will need a power cable and do remember that it is just for the development process and some features, like near mode, will not work), run the Kinect toolkit browser, see the sample, read the document and open the source code.

The hard part is to learn to use the Kinect for PC SDK to develop a real word Natural User Interface (NUI) based applications. You will need to deal with developing tasks such as understanding postures and gestures, using voice commands with Windows Speech SDK, and handling multiple Kinect devices simultaneously.
A new book from Abhijit Jana is exactly what you need to flatten the steep learning curve. I wish I had this book when I started dealing with Kinect for PC, myself.

The book starts with the basic features of Kinect and your first Kinect applications. It takes you through all the features of the Kinect device, which are exposed by the SDK. You will learn how to deal with the color and depth Cameras, How to reactive Skeleton events and understand the tracking state of the players. Two chapters talk about Kinect audio, the first one tells you how to get audio stream from the Microphone array and the second chapter teaches you how to use the audio stream as a feed to Microsoft Speech API, to implement Voice Recognition.
The last chapters are going deep. Here you will read about NUI with gestures, understand how to recognize Skeleton positions and how to interpret the player gesture. The last chapter shows how you can add Kinect to a distributed application using the Cloud and the Phone.
Kinect is a revolutionary device and this book provides the information you need to start developing NUI application with it.