I had the pleasure of speaking at SQL Saturday 97, right here, in Austin, TX this year. I gave a presentation over INTERSECT, EXCEPT, CROSS APPLY and OUTER APPLY. Here is a zip copy of the Power Point, The Power Point as a PDF, and the SSMS Project.
Download the zip file here: INTERSECT_EXCEPT.ZIP
If you have any questions, you can always contact me, or send me tweet.