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.
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.
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