Bing maps used to be integrated with AJAX and Silverlight. Those are in all the past now though since Bing Maps now has native WPF control.
Some of you may be thinking that AJAX and Silverlight were just fine. Well, WPF control has some advantages that you would do well to take advantage of. The main advantage being that developers can now "build interactive tools for visualizing geographical data on the desktop."
James McCaffrey, writing for Visual Studio Magazine, lays out a good argument as to why he thinks WPF control is the best way to develop for Bing Maps.
“The two main alternatives to Bing Maps with WPF are Bing Maps AJAX in a Web application and Bing Maps Silverlight. I've used -- and like -- all three approaches, but I really like Bing Maps with WPF. It gives you the combined power of Bing Maps and the WPF programming model, with the convenience of the C# language.
I've found Bing Maps with WPF especially useful when I have to deal with very large data sets. In those scenarios, Bing Maps with WPF was much faster than Web-based alternatives, and it allowed me to effectively handle SQL databases with millions of records, and to display thousands of data points in real time.”
McCaffrey then goes on to detail some of the ways people can use WPF control for Bing Maps. He details how developers can change map properties, place marker data, draw straight lines and curved lines, handle double-click events, display multiple data points, and work with large data sets.
All of the examples contain huge amounts of code for you to sift through. It should give you an idea of how to start developing for Bing Maps with the new WPF control system.
It should be noted that you're going to need a version of Visual Studio that contains Microsoft's .NET Framework 4 and the Windows SDK. You can get this by downloading the free edition of Visual Studio 2010 Express. You will also obviously need the WPF SDK as well which is available here.