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:  http://blogs.amd.com/developer/2011/09/14/i-dont-always-writ...Definitely the easiest way I've seen to begin mucking around with GPU development.