Stephen Schleicher has a great tutorial at Digital Media Net for
recreating those slick moving arrows in Apple's iPod Shuffle Ad.
Basically, you need Adobe After Effects and a working knowledge of
paths. See Stephen's site for more AE tutorial goodness.

Tutorial Part I

Tutorial Part II

Which brings up an interesting question — how many of you are doing
your own motion graphics / VJ work for your performances? I've been
getting into it gradually; expect some reports this summer.