People have been dropping me e-mails asking me what is the best way to get into BizTalk and how to learn it.... My advice is to stop reading blogs, and start playing with the code! Only kidding!
To that end the i would highly recommend downloading the newly updated BizTalk 2004 SDK. There are loads of examples that include (orchestrations convering compensation, adapter patterns including the SQL adapter, using the BAM API, invoking the Business Rules engine, Custom Pipelines, building custom Functoids, creating WMI scripts). Its a fantastic resource, so get your head buried in that stuff and you'll be fine...
Also to reduce anyones day-to-day stress, its worth keeping an eye on the Microsooft Knowledge Base for known issues with BizTalk 2004.
Also MSDN has posted some new articles on process integration using BizTalk 2004 and service-oriented integration