The current New Scientist (3rd October 2009) has an article (not on-line yet) by Henry Nicholls entitled "Taming the beast" about the experimental work done by Dimitry Belyaev on the domestication of previously untamed species (silver foxes, rats and mink).

It was found that selecting and breeding from the tamest individuals from each generation led to noticeable changes after a surprisingly short number of generations. As well as changes in behaviour, the animals changed in physical ways: floppy ears,shorter tails, wider skulls, varied markings on their coats and less seasonal reproductive cycles. These are all patterns that are seen in other domesticated animals as compared to their wild counterparts.

But particularly interesting to me was a "sidebar" to the article headed "The Tame Ape" describing the work of Richard Wrangham of Harvard, who has pointed out that over the last 30000 years, human brain size, tooth size and jaw size have all been decreasing, in a pattern similar to that seen among domesticated animals. It continues:

If this is the case, who did the domesticating? The answer, suggests Wrangham, is that we did. Humans, he argues, are "self-domesticated apes", with natural selection favouring individuals that showed tame and cooperative behaviour, and weeding out the more aggressive and antagonistic among us.

Update: the article referred to above is:
http://www.newscientist.com/article/mg20427281.500-my-little-zebra-the-secrets-of-domestication.html.