I recently learned of Peter N. M. Hansteen's document Firewalling with OpenBSD's PF packet filter. I really like the approach Peter takes to describing Pf. He explains enabling Pf on OpenBSD, FreeBSD, and NetBSD, and then builds up the capabilities one can employ using Pf. I recommend anyone who wants to learn more about Pf start with Peter's document.
Incidentally, OpenBSD 3.8 will be available at a FTP server near you on 1 November.