WPF’s view model oriented way of doing things makes it very tempting to just use business objects in the UI. Have you seen any issues with this? Why or why wouldn’t you do this?
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The guidance from Microsoft’s product teams (e.g., that’s what the Blend team is using) is the Model-View-ViewModel architecture, a variant of the popular MVC pattern. A good starting point is http://blogs.msdn.com/johngossman/archive/2005/10/08/478683.aspx. There are also good articles by Dr. WPF on this topic.
Essentially, they advocate to create a ViewModel layer which uses binding-friendly business objects, such as ObservableCollection and the like.
Also, if you might eventually move to Silverlight 2, you might want to keep the business objects out of the UI layer so you can swap out UI technology (until WPF and Silverlight become source-code compatible).