With the recent release of Xbox Kinect, I finally managed to get my hands on one. Since I purchased the Xbox 360 Kinect bundle it did not come with the usb power adaptor, and since I live in Canada that was a problem. Microsoft does sell these devices online from the US store but if you check in the Canadian store, they are not there. I called up customer support and see if I could order one through the phone but I had no luck. I then went on ebay to see if anyone was selling their online and managed to find one. Finally it arrived and I got to play with the amazing Kinect hacks that have been out so far.
A great place to start for anyone that is brand new to the scene is: OpenKinect.org. There is a great wiki for starting up with the open source Kinect library. They have instructions for Windows, Mac and Linux. From their library there have also been a great deal of wrappers made. The one that I looked at first was a processing port by Daniel Shiffman. You can get it at : https://github.com/shiffman/libfreenect/tree/master/wrappers/java/processing
With this library I have managed to create some basic hand tracking using brightness tracking in processing. To try it out yourself clone it from github here: https://github.com/vcazan/kinectJavaHandtracking