Note to self: read this one.
Back in COM era I've played a part in developing two extensive notification schemes for several different rich-client applications. In every case we have quickly dismissed this whole IConnectionPoint, IConnectionPointContainer nonsense for being at the same time too heavy and not comprehensive. In both cases we've ventured in implementing our own solution still based on publisher/subscriber design pattern. In both bases it took a lot of effort to get things right.
IMO a robust notification scheme is an absolute must for every serious rich client application and it looks like .NET Framework team is taking another stab at the issue.