I just spent (I was going to day wasted but that's definitely not the case) most of today watching this series of videos:
http://channel9.msdn.com/posts/mtaulty/Prism--Silverlight-Part-1-Taking-Sketched-Code-Towards-Unity/
The last one (No. 10) is a bit of an epic but really shows how to pull the whole thing together.
It's SilverLight orientated but equally applicable to WPF.
Highly recommended!

(And if Nick or Kevin really want to watch someone directly creating XAML this is for them - this guy can type faster than he can talk!)