First, Tracking Protection Lists. Yes, IE 9 RC includes a built-in way to automatically block advertisers that are tracking you around the web. But you can also download custom, third-party lists. And today, four are available, from Abine, TRUSTe, PrivacyChoice, and AdBlock Plus.
Ryan Gavin's official post about the IE 9 RC milestone notes that the RC is feature complete. So there may be some small changes going forward, but this is pretty much what IE 9 is going to look and work like.
The IEBlog also has a post about the release that digs deeper into the engineering aspects of the RC, including a nice cheat sheet about the changes between Beta and RC.
Don't forget to visit Microsoft's IE 9-focused web sites, Beauty of the Web and the IE Test Drive for examples of sites that just look awesome in IE 9.
Both of those sites also offer the RC download, or you can simply visit the main IE site on Microsoft.com.