There's a list of domains that came up in a previous discussion on HN (sorry, I don't recall it right away), and was also trending on pastebin.com, which contained all of the known domains Microsoft was using to report back from the OS. Presumably you could route those to "null" or the equivalent on your router and you'd be good to go.
Edit: Here's the pastebin link: http://pastebin.com/RZW74Npk