I've added a new section to the XNA Book part. This is where I put all the little things that I've found out about XNA development. I've discovered a couple of things about using XACT which you might find useful. They are here.
On the subject of XACT (the program that you use to create audio content for XNA games) I've gone from mild loathing to strong affection. Sort of a love affair, but with wavebanks. It lets you do really nice things with your samples, so that you can create complex sound stages with only a few wave files. It will change playback settings each time it plays the same waveform, to make a single sample sound like hundreds of different ones. It will randomly select a sample from a range, so that you get a nice variation in sounds. It will even let you bind variables in your program to settings used for playback, so that the sound can get louder on the left when the spaceship moves to the left.
So far I've only really scratched the surface of the tool (which is all I'll have time to do in the book) but if you want a nice way to add sound to games you should take a look. It is free, supplied as part of the XNA 2.0 developers kit.