SFGAdv has had a film crew putting together footage of the Kingda Ka construction since the beginning of the project. They showed the video at this year's Eastcoaster (and it was great)!
The video is now posted on their site: http://www.sixflags.com/parks/greatadventure/index.asp
, and everyone should check it out. They changed the music (it was done to the U2 song form the i-Pod commercials), but it's still a really cool video!
BTW- Trains are on the track, pull through is supposed to happen in th enext day or two, and testing soon after. The station is getting the roof put on as I type.