A quick view on whats new with SharePoint 2010 Workflows

1. SharePoint 2010 workflows are build upon the workflow engine provided .Net Framework 3.5.

2. List and Site workflows - In addition to the SharePoint lists we can now create workflows for SharePoint sites as well. These are called as "Site Workflows".

3. SharePoint Designer 2010 Changes - MS has provided a new graphical workflow designer for designing workflows. These workflows can be deployed in SharePoint Server directly from the designer.

4. Editing Out-of-Box workflows - Another Improvement in SharePoint Designer 2010 workflows is that it now allows you to edit the out-of-the-box workflows that come with SharePoint.

5. Re-usable Workflow - In addition to above, with Designer 2010 you can also create reusable declarative workflows. That means unlike SharePoint 2007 designer workflows, you don't have to bind a workflow to a specific list. You can resuse them by binding it to more than one list or multiple lists.

6. User profile in Workflow - User Profile data can now be bound to properties in workflow. This will make it possible to get information about the SharePoint user profile in the workflow itself.

7. Moving SharePoint Designer Workflows - The resuable designer workflows can now be moved to another SharePoint server or to Visual Studio 2010 with a workflow .wsp file. "Save as Template" command can be used to create the WSP file for the workflow.

8.Changes in List Events - SharePoint 2010 adds four new workflow Event Receivers for list based workflows. The four workflow event receivers available are Starting, Started, Postponed and Completed. These are similar to other SharePoint list\library event receivers and they execute code on the server in response to the event.

9. Workflow Templates - To make development easier, Visual Studio 2010 includes event receiver project types to make using the workflows and events fairly simple.

Now to Start developing workflows what do you need.

1. SharePoint designer - If you need to customize the Out-of-box workflow or wants to create a "not so complex" reusable workflow. You can however, deploy your designer workflow in any sharepoint enviornment using a wsp file. See Move Designer workflow using wsp

2. Microsoft Visio - If you want to design a workflow which has complex workflow chart, you can design it in Viso and later it can be pulled in to SharePoint designer. Also, note that you can only create Sequential workflows in viso.

3. Creating Worflow in VS - Visual Studio 2010 provides templates to create workflows and creates events for the workflow.

Lets look at some of the Videos available for creating workflows using all above methods.
SharePoint 2010 Workflow Video Tutorial