Everyone and their dog will have this link but I'll post it anyway.
Windows PowerShell 1.0 has been released. This page has a list of the download links for XP, Windows Server 2003 and Vista .
You might have to be patient as the links were a bit flakey when I tried them.
A point to note is that the Vista version is at RC2 status. Jeffrey Snover explains the Vista release delay here http://blogs.msdn.com/powershell/archive/2006/11/15/windows-powershell-windows-vista.aspx. Checking the comments it seems some people are getting hot under the collar about the delay but as I see it the PowerShell team have done a great job and by all accounts the only difference between RC2 and RTM is the installer. Personally given my bad beta experiences of Vista I'm happier installing the RC2 of PowerShell than the RTM of Vista.
Also worth a download is the Documentation Pack as it contains a Getting Started Guide and a User Guide.