There is a product called InfoView that converts InfoPath forms and all their functionality into ASPX pages. I am using it for a current project and so far am pretty impressed. Once the form  is converted, you can publish the original InfoPath form to a Sharepoint Library and have the Fill Out New Form option in Sharepoint call your converted ASPX page. Then you can add all the .Net event  handlers you like without having to go through SP Event Sinks. Let me know if you have further questions about it.

I have a couple of quick queries.

Firstly, Does anyone know of a simple walkthrough which will show me
how to capture data entered into an infopath  form to a sharepoint
library (capture the data, not the form)

Secondly, Any recomendations for a workflow product? Something along
the lines of Nintex.

To get content out of the infopath  form and into a list, you need to "promote"
content from the form  to the sharepoint list  when you save the form. (Infopath:
Tools -> Form Options -> Property Promotion). Have a look at this blog post for
some more details:
skurocks.wordpress.com/.../promoting-properties-%E2%80%93-expose-i\
nfopath-fields-as-site-columns/

As for workflow products, it really depends on the scope of the workflows. If
you are just looking at doing stuff within sharepoint, then Nintex and K2
Blackpoint seem to be the pick of the bunch. We've been using Nintex for quite a
while, and find it not only easy to use, but the support guys are really good as
well (it helps that they live in a local time zone for us also!). It has some
limited functionality to integrate outside of MOSS (via BizTalk or WebServices).
If you are looking for a more enterprise-wide solution, you need to look at
things like K2 Blackpearl, PNMSoft, etc... which will integrate with MOSS along
with all your other business process.