I've been out of the Microsoft stack for a while now, been focused on Linux, open source stuff and web development in PHP. I used to do some desktop app development and some DirectX stuff on Windows in Dev Studio (all C and C++).
I'd like to brush up on the MS stuff just to keep up on what's going on. I've installed MSVC++ 2008 Express but I'm looking for a little side-project to play with. Given my background in C/C++ and familiarity with MFC and STL, what would be a good way to jump back in?
I've been developing on Microsoft stack since 1997, starting with C/C++/MFC/ATL, but all of the recent projects were on .NET platform (C#), so I would recommend learning .NET/C#. C/C++ still has its place, but it loses relevance rather rapidly. If not for legacy projects, we would not even bother with C/C++. Just my 2 cents.
If you want to get back into modern Windows programming you should learn C#/WPF.
If you're looking to get back into windows programming C# ASP.NET 3.5 is a fairly common and current language and framework to start with. This is the direction that the masses of C# .NET guys have been migrating as of late and you may be able to find a wealth of communities and bloggers contributing to that scene.
From the sounds of it, however, it looks like you were doing something along the lines of game development (DirectX and C++). Although more niche and slightly dated there are still a great deal of coders using the language. One of my favorite stops is GameDev.net because of the active community and active forums.
Good luck and have fun!
You could check out the VC++2010 beta, which comes with C++0x support and some MFC updates. Since you're experienced with Linux, you might want to check out Qt for Windows too.