Yesterday Microsoft publicly released Visual Studio 2010 Service Pack 1. It is big (1.48 GB) and the installation takes quite long. It applies to all Visual Studio 2010 versions and components, including C++ Express, C# Express etc. Here is the list of changes and here is download link (you can find link to ISO file with offline installer at the bottom of that page). There are lots of fixes and improvements, but most of them apply to managed or web technologies like Silverlight. What's interesting for a C++ programmer is the addition of intrinsics to enable the extensions on the AMD and Intel new microprocessors that will be released next year - Intel AVX and AMD Bulldozer. Microsoft also claims to optimize and fix C++ compiler. Changelist mentions fixing lots of IDE crashes, including incompatibility with AMD CodeAnalyst.
Overall I think the new SP1 for VS2010 is worth installing, unless you have "Windows SDK for Windows 7 and .NET Framework 4" installed in your system. In that case an unsolved issue would happen so you should NOT install the Service Pack.
By the way: MSDN Library - the extensive documentation of C, C++, WinAPI, OpenGL, .NET and lots of other technologies - is available for free in form of an offline application for some time, but the latest version is MSDN Library for Visual Studio 2008 SP1. Do you know how to download some newer release? Or maybe that "Windows SDK" ships with it?