What many feared (or briefly thought about without much emotion either way) has turned out to be true: Microsoft PR has confirmed that Windows Marketplace for Mobile will be the only source for Windows Phone 7 apps, meaning that you can't sideload apps, and that Microsoft will be the sole gatekeeper for all apps on the platform. This is how the iPhone App Store works, and more importantly, not how Windows Mobile, even with the 6.x Marketplace, has ever worked.

More info on Windows Phone 7 here.