Microsoft has released the second beta version of the "Whidbey" version of Visual Studio 2005. Free downloads of the Express Editions are available for web development, Visual Basic, Visual C#, Visual C++, SQL Server, and Visual J#.
To make it really easy to get started with Whidbey, you should also investigate the Amazon-Enabled Movie Collection Starter Kit, available for C# and Visual Basic. This is a complete, running, ECS-powered application. You can use it as-is, or you can use it as the basis of your own application, as desired.