Tim Carr's Windows Interop Guide (X.509)
James Carter's instructions (X.509, NAT-T)
Jean-Francois Nadeau's Net-net Configuration (PSK)
Telenor's Node-node Config (Transport-mode PSK)
Marcus Mueller's HOWTO using his VPN config tool (X.509). Tool also works with PSK.
Nate Carlson's HOWTO using same tool (Road Warrior with X.509). Unusually, Openswan is the Road Warrior here.
Oscar Delgado's PDF (X.509, no configs)
Tim Scannell's Windows XP Additional Checklist (X.509)
Jacco de Leeuw's HOWTO on using L2TP/IPsec with Windows 2000/XP/9x/Me/NT
Microsoft's page on Win2k TCP/IP security features
Microsoft's Win2k IPsec debugging tips
MS VPN may fall back to 1DES