Microsoft Windows XP Embedded SP2 Resource Kit – quite useful collection of info about XPe. Despite it says SP2, it mentions Feature Pack 2007, so it is rather up to date. The only thing I wonder is why Microsoft did not release it earlier? :)
WindowsForDevices.com – is a site dedicated to Windows Embedded and has a lot of interesting information about the subject.
HORM Manager Pro for XP Embedded “enables easy system development as well as smooth handling of EWF and HORM under rough field conditions”. Lite version is available too – see an article about it (in a few words, it is a GUI for EWF and HORM APIs).