As part of the learning process for Silverlight, I put together a Tic-Tac-Toe game. It was a perfect way to understand layout, controls, late-binding and other features. I wrote an article about the experience that is published at The Code Project:
Beginning Silverlight: Tic-Tac-Toe
You can play the game online here and download the source code from my MGet page.
Enjoy!