Other built-ins include filters that alert users when the browser heads for malware-likely Web sites, watchdogs for Cross-Site Scripting attacks and, one I like a lot:
Domain Highlighting re-thinks the appearance of the information in the browser's address bar, making clearer the actual domain (and its legitimacy or lack thereof). Trick now to is to teach everyone at your business what to look for in domain names in the address bar in order to avoid malicious ones.
Some questions are already, of course, being raised about the browser's approach to defending against clickjacking, the attempt to fool users into clicking a malicious link without knowing they've done so. Microsoft's approach requires Web site developers to add tags to their sites' buttons, preventing them from being exploited.
This isn't a slam against Microsoft: the nature of the Wen and Web apps is that a fair percentage of the responsibility for defending against exploiters rests of necessity with the developers. But considering the low percentage of even critical patch installs, the likelihood of all, or even most, developers going out of their way to add special tags to their buttons strikes me as, well, unlikely.
The real risk here, as many bare pointing out, is the sense of false security that often accompanies new or upgraded browsers (or other tools). In the case of clickjacking, users need to know that that the defense doesn't rely on the browser alone.
In the cases of everything else, users need to remain on-guard no matter how new or how upgraded their browser is. Exploits and malicious workarounds are part of the Webscape, and will be for IE8 as for its earlier versions, and other browsers.
Bear in mind as well, that IE8 remains a beta. That said: