Warning! Some information on this page is older than 5 years now. I keep it for reference, but it probably doesn't reflect my current knowledge and beliefs.
Today I've prepared a...
XNA Math Cheatsheet (PDF)
XNA Math Cheatsheet (ODT)
I'll post more information about the XNA Math Library tomorrow.
(NEW) Updated links to version 1.1 for DX SDK June 2010.