Forgive the state of my living room, but this shows the video and depth data being retrieved from the device, notice the FPS is at 30, the project will run at 60, but the sensor runs at 30, so it gets a bit jittery if you are running at 60 FPS, so I have restricted it to 30.
So here is the simple component you can use to get data back from the device.
In that above sample I am also rendering the joints to the screen, but not to just the video out put but across the whole screen, you will see what I mean if you use it.
I am loving playing with this device, so hope to do some more XNA/Kinect cross over posts :D I am also hoping to put up some sample projects like I have been with my pure XNA samples. Anyway, hope you find this little start useful.