By now many gamers are getting on board with DirectX 10, as prices have fallen on DX10 hardware so that it is well within a reasonable budget. However, with plenty of users still using the older DX9, Microsoft is already moving forward by introducing another new version of DirectX.
So why do we want DirectX 11? Apparently the new version will feature “new compute shader technology” and the ability for developers to “take advantage of the graphics card as a parallel processor”. That does sound pretty cool, but what's really interesting is that they plan to have “multi-threaded resource handling that will allow games to better take advantage of multi-core machines". Finally, games will really take advantage of dual and quad-core processors.
For those that aren't interested in upgrading your hardware yet again, current DX10 and DX10.1 cards are compatible. You won't need to upgrade your OS just to get the next version either, as it will be fully compatible with Vista.