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.