Microsoft has released Visual C++ 2008 Feature Pack already in April, but I somehow did not try it then and completely forgot about it. The pack features a number of MFC improvements, and also includes an implementation of TR1, portions of which are scheduled for adoption in the upcoming C++0x standard. TR1 includes a number of important features such as: smart pointers, regular expression parsing, new containers (tuple, array, unordered set, etc.), sophisticated random number generators, polymorphic function wrappers, type traits, etc.
Beef Up Windows Apps with the Visual C++ 2008 Feature Pack article in May 2008 issue of MSDN Magazine has a bit more information about the pack.