There's an interesting article (by Eric Wang, Bob Moyzis and company, using HapMap data) coming out in the next day or so in PNAS. It's covered by Science: http://sciencenow.sciencemag.org/cgi/content/full/2005/1220/2

Seems that they've found some 1800 human genes currently undergoing selective sweeps: most are regional. The gene functions ae highly concentrated in host-pathogen interactions, reproduction, DNA metabolism/cell cycle, protein metabolism, and neuronal function.

Update from Razib: Here is the link to the abstract, it is "open access" so you can read the full PDF.

Update from Razib II: More from John Hawks & Steve. Also, check out Civilization has left its mark on genes.

Update from Razib III: Related item from Dienekes on a specific locus that suggests selection on early farmers....

Update from Razib IV: Agnostic has an interesting article.