Further developing what Jules Ollen wrote, I worked with OpenNI ( http://www.openni.org ) and its algorithms (NITE), and I strongly recommend using this framework. Both structures are well documented and come with numerous samples from which you can start.
Basically, OpenNI abstracts the details of the lower level of working with the sensor and its driver for you and gives you a convenient way to get what you want from the "generator" (for example, xn :: DepthGenerator for receiving depth data). OpenNI is open source and can be used in any application. OpenNI also handles platform abstraction for you. OpenNI is currently supported and works fine for Windows 32/64 and Linux and is currently porting to OSX. Bindings are available for use in several programming languages (C, C ++, .NET, Python, and some others, which I suppose).
NITE has additional interfaces built above OpenNI that give you higher level results (for example, track manual point, skeletons, scene analysis, etc.). You want to test the nuances of the NITE license as to when / where you can use it, but this is probably the easiest and fastest way to get an analysis (like a skeleton) at the moment. NITE is a closed source, so PrimeSense needs to provide a binary version for use. Currently available versions of Windows and Linux.
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