As I have mentioned before I am a big fan of StreamInsight, I gave a talk at the Brisbane Azure User Group on the 17th October 2012 titled Extracting Realtime Business Value with StreamInsight. Here are my slides.
I also strongly recommend looking at the Hitchhiker’s Guide to StreamInsight 2.1 Queries from the StreamInsight Team. It includes the PDF Guide and a Visual Studio Solution containing all the examples. It is an excellent tool to familiarise yourself with some of the concepts in StreamInsight.
I also got to demo StreamInsight in Azure (codename Austin) to the user group. The discussions around the possibilities with StreamInsight and Complex Event Processing definitely got the creative juices flowing.