I've just finished an XNA game for the Windows Phone 7 and XBLIG. At the moment, the game is a 'lite' version, so is free, but the next version will have a small price-tag.
I also did a Windows version. Where's the best place to publish it?
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I think steam is your best bet; I've seen a lot of XNA games doing fairly well there lately. Read through the following page and if you're still interested, send Valve an email.
Obviously Steam is the best place to be, if you can get in.
If not, take a look at IndieCity - http://www.indiecity.com - another distribution platform for indie PC games, which hasn't yet launched but seems to be getting closer - maybe you can get your game on it in time for it's launch?