A few people have commented on connecting/unlocking their new WP7 phone up to Visual Studio.  Here's a blow by blow account.

Ok, you've recieved your shiny new WP7 phone!  COOL!  Once you crack open the box, you're probably going to want to put your fancy new WP7 on it right?  COOL!  Here's how to "unlock" your phone for development.

First off, make sure you've got the October WP7 tools release.  Then navigate to Windows Phone Developer Tools and find the Windows Phone Develoepr Registration program.  Yup, THAT'S what you need to do to "unlock" your phone for WP7 development.  Try anything else, and, well.....you're in for a disappointment and frustration.  I learned from John Marshall (Visio MVP, recent WP7 dev) who tried all kinds of things and found THIS to be the way to make it work.

Oh, and if you're like me, you'll be so excited you'll fire this bad boy up without having Zune running.  If you do that, you'll see this.

Ok, no big deal right?  Just fire up Zune.

Cool, next you'll see that Registration tool change to this.

DOH!  gggrrrrr not quite there yet!  Have to get off the lock screen.

Once you fill in your Hotmail/Windows Live ID and password then hit Register, (hopefully LOL) you'll see this.

Cool!  But, we're not COMPLETELY done yet.  We still have to give Zune a few more details.  You know how you have to name your computer when-ever you repave/install Windows?  This is a Windows Phone afterall.  (No, that's not what I called my phone!)

Ok, cool, afterwards, you'll come back to the Zune status screen.

Ok, once you do that, you'll probably be tempted to go looking for apps (I did LOL).  But I found if I was a bit too excited the mouse clicks (no comments Bert LOL), you'll often get an error.  Weird I know, I'm sure this will get worked out eventually.  (Yes, I was indeed downloading something for my little ones LOL)

And there we go.  You've setup your WP7 phone!  Not too hard was it?  Now that's done, it's time to grab a coffee and get coding!