Check out the FormView webcontrol. It came out with 2.0, and is a "replacement" for the multi-page forms of old.
FormViews are like the other "View" controls in that they have modes (insert, edit and readonly, IIRC). I used FormViews at my last job to replace some multi-page forms (bound to a custom library via ObjectDataSource storing the data in the cache) and found them to suit my needs pretty much perfectly.
I chose the FormView because it gave me the greatest flexibility in terms of layout within the templates. I'd post a link to the page(s), but it appears they're no longer working (hey - they worked when I left :) ).
I'm about to head out - I'll check in later tonight if you've got any specific questions, or you can e-mail if you want to take it offline. Thanks.