One set of features i haven't blogged about yet in SQL Server 2008 are the new security features: SQL Server Audit, Transparent Data Encryption, and Extensible Key Management. I've just finished writing a security article for the May 2009 TechNet Magazine (the annual security issue) and while trolling around TechNet I found that the security team has just published a comprehensive whitepaper on SQL Server Audit.
The whitepaper covers:
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Functional overview of the feature
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Technical overview of using the feature, including how to define the different levels of audit specification (database and server)
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Audit files and the event log
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Performance considerations (it's designed to be much faster than other auditing features are is uses the high-peformance extended events feature under the covers)
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Examples of using it, both through T-SQL and SSMS
Check it out at http://msdn.microsoft.com/en-us/library/dd392015.aspx.