A great Claims based Authentication tutorial has been published on MSDN – a great starting point for all folks who would like to get into this topic.
Contents:
- Overview of the Scope of This Article
- Tip 1: Creating Multiple Claims Authentication Web Applications in a Single SharePoint 2010 Farm
- Tip 2: Migrating a Web Application from Windows Classic to Windows Claims in SharePoint 2010
- Tip 3: Using Audiences with Claims Authentication Sites in SharePoint 2010
- Tip 4: Creating an Identity Role and a Role Claim for a SharePoint 2010 Claims Authentication Application
- Tip 5: Determining What Claims You Have in SharePoint 2010
- Conclusion
- Additional Resources
And, as a follow-up topic, my article from January this year, about developing a custom membership provider with Claims and FBA for SharePoint 2010 
