In response to #3: The themes are "officially" supported only for the controls in .NET Framework 3.5 SP1 I believe, and do not work for the DataGrid, Calendar, and DatePicker which were shipped out of band (though you should be able to extend them yourself to work with these controls). We would like to eventually extend the themes to work with the new controls, but we haven't been resourced to do this yet and do not have a date for when this might be available in the future. Thanks!
The demo from this presentation is now available as the six-part Southridge Hands-on-Lab. You can find a link to the lab here: http://www.codeplex.com/wpf/Wiki/View.aspx?title=Southridge%20Lab. Thanks!
Yes, it will be available as a Hands-on-Lab in a few weeks. I'll post a link once it's ready.
In the meantime, you can find a similar app using DataGrid, Ribbon, DatePicker, and VSM in a Hands-on-Lab which is available here.