Jserver,
This depends on the scope of your component. There are several ways in which you can build your component.
For realy small components the structure simular to J! 1.0.x can be used. For bigger components, its recommended to use the model/view/controller priciple.
A small component would be a component with only one main object. Like shoutbox. The only thing is a shout object.
A big component would be something like a reservations component. Where you have multitple objects like reservation, restaurant and maybee comments.
But also when you are planning to start with a small component, wanting to expand it in time. It might be best to start with model.view/controller.
Having said the above, you can check out:
http://dev.joomla.org/component/option,com_jd-wiki/Itemid,/id,tutorials:components/Chapter 1 contains the component code. Where the First 5 tutorials are for small components, and the second 4 (with MVC) are for big components. Chapter 2 will explain the install xml.
I hope this was usefull for you. And good luck with the component!!