As I had indicated earlier, Carl & I were planning on recording a SharePoint 2007 DNRTV episode, dedicated exclusively to BDC.
Well, it's online, so go enjoy.
In this show, I walk through 6 BDC examples. I talk about a simple hello world'ish example, and then continually keep making it more and more complex. I talk of custom actions on your entities, associations on your entities, various kinds of method instances, and then finally wrap up with creating a search engine on a BDC application. In doing so, I talk of the security ramifications specific to BDC, and setting up search in general.
There are certain things, that we couldn't cover during the show because we ran out of time (BDC is a big topic). Specifically, I couldn't cover BDC in lists, the BDC object model and BDC profile import. For all of that, and, associated code download, and a readable version of what I talked of in the show, please see this blogpost and the relevant links on that blogpost.
Finally, I'm talking about BDC and other stuff at the upcoming cmap-online code camp. See ya there!