The University of Illinois taught a semester long class on CUDA. The class is taught by professor Wen-mei Hwu. The lectures have been video taped and are available online (you can also play them on your iPhone). I found these very useful to get a grasp of the base concepts.
http://www.nvidia.com/object/cuda_education.html#1
Dr. Dobb's has a very good series that walks you through actual kernel code. While the lectures from U of I will help with the concepts the Dr. Dobb's series will get you comfortable with the nitty gritty details.
http://www.ddj.com/cpp/207200659
Nvidia webinars that provide an interactive learning experience. This series will cover the basics of data parallel computing on GPU’s leveraging NVIDIA’s CUDA architecture . Tutorials will cover many topics including C for CUDA, programming to the OpenCL™ API , using Direct X Compute and performance optimization techniques, presented by NVIDIA Developer Technology Engineering team and NVIDIA staff online to answer Questions.
You can register for these at http://developer.nvidia.com/object/gpu_computing_online.html
