Well, there may not be much that's new in this, rather than confirming previous assumptions, but there may be some points of interest.
A paper in this week’s Science uses a lot of data to construct the most complete phylogeny yet of mammalian families. Meredith et al. used 26 genes to not only construct the tree, but estimate divergence times. Their sample comprises 97%-99% of the roughly 150 described mammalian families. Here’s the tree they get (click to enlarge; lots of detail can be seen by zooming as well):
...
http://whyevolutionistrue.wordpress.com/2011/10/31/a-new-phylogeny-of-the-mammals/I'll let you go to the WEIT blog for the picture - it's pretty big when you enlarge it enough to be able to read it. The few non-intuitive things that Coyne points out include that rodents are more closely related to primates than to bats; elephants are more closely related to anteaters than, say, to rhinos; the red panda and giant panda are not at all closely related; and that (and this was the main point of the paper) that the major orders diverged after the Cretaceous, which has been suspected, but this gene analysis now confirms it.