Hey - here's news. Wizards of the Coast are giving away the PDF of Keep on the Shadowfell for FREE.
I paid $35 AUD for this module and felt incredibly cheated. At the very reasonable price of FREE it's a much more recommendable product, particularly if you're new to 4th Edition. It comes complete with the Quick-Start rules so you can squeeze a good six sessions of play out of it even if you haven't bought a copy of the Player's Handbook yet.
What's more - this version is significantly better than the retail edition. There are major changes throughout the module, addressing many of my complaints. For example, the errata are incorporated, including the alternate skill challenge for closing the rift in the final encounter. The finale's meager scattering of enemies is replaced with a complete platoon of skeleton sentinels. Traps are properly formatted and their areas-of-effect are clearly marked on maps. Loot is more plentiful and the skill challenges are fixed. A spectral version of Kalarel has been added to the Burial Site encounter to create an earlier introduction to the main villain and more closely tie that encounter to the main plot. The various kobold ambushes have been corrected, and the punishing Irontooth battle appears to have been slightly retooled, presumably to make it easier. Typos are corrected throughout.
Go get your copy on the D&D Test Drive page. And thanks to commenter Anders for the heads-up!