Illustrator just released AICC 2014 and there are some really great updates to the Pen Tool.
One of the most powerful (I can’t believe it took so long to add this one!) is a path preview (0:22). That’s right, you’ll now be able to see exactly what the path will look like instead of guessing what you’ll get. This will help you learn and understand how handles affect the curvature of the path.
Adobe also added the option to move the anchor point when you close a shape without having to use the Direct Selection Tool (2:06) as well as more precise handle control to adjust curves while you draw with the Pen Tool (3:44).