Opera Dragonfly is available from Tools/Advanced/Developer Tools, in Opera 9.5 beta 2 and above.
One of the key reasons for the alpha release is to collect feedback from developers, to gauge how Opera Dragonfly covers their needs. We will use this feedback to improve Opera Dragonfly as it moves into beta and then full release.
Feedback can be given at http://www.opera.com/products/dragonfly/feedback/
The Opera Dragonfly blog is at http://my.opera.com/dragonfly/blog/
You can read about the current features at http://www.opera.com/dragonfly/
For more information you can visit http://dragonfly.opera.com