This is the list of articles found by me or someone else regarding new features (mostly about stored procedures) in MySQL 5
MySQL 5.0 New Features: Stored Procedures and the link at the bottom of the page to PDF file containing extended article.

Stored Procedures and functions - the same in documentation on dev.mysql.com

Stored Procedures in MySQL 5.0 - "interesting (but unsafe) look for creating procedures" (haven't read it yet)