Modern GPU: a collection of well-written GPGPU programming tutorials
If you want an "easy" way get into GPU development, AMD recently launched an interesting (open source) project that transparently compiles JVM bytecode into OpenCL:  <a href="http://blogs.amd.com/developer/2011/09/14/i-dont-always-write-gpu-code-in-java-but-when-i-do-i-like-to-use-aparapi/" rel="nofollow">http://blogs.amd.com/developer/2011/09/14/i-dont-always-writ...</a><p>Definitely the easiest way I've seen to begin mucking around with GPU development.