This covers writing custom editors for sharepoint webparts.
This covers connectable ASP.NET web parts.
This is a MSDN article on customising Sharepoint.
This is a MSDN article on Sharepoint and Code Access Security.
This is an article on Web Part security and access to the Sharepoint Object model.
This is a MSDN article on Code Access Security and ASP.NET.
This is a suite of third party controls that should work in Sharepart Web Parts. $1000 per dev per year.
This is a MSDN Article on writing Web Parts for Sharepoint.
This is a MSDN article on A Developer’s Introduction to Web Parts. Note it may be a little dated as it was written for Sharepoint 2007.
This is a link to sharepoint web part templates for Visual Studio.NET. This requires sharepoint to be installed. However as Sharepoint 2007 prefers you to use Sharepoint Web Parts rather than ASP.NET web parts this is not a problem.
This is an article that compares and contrasts the two types of Web Part.
Hopefully some of these will be of use!