I found fpga4fun.com to be a great resource when starting out. It has short and practical examples for learning how to program in an HDL. It's pretty cool when you see that you can write something like an Ethernet interface [0].
I was about to mention this site too. I think that site is awesome. I found it a few years ago. The guy does a very nice job not only with FPGAs but also interfacing with current technologies like PCIx bus to create ethernet and acquisition boards for PCs. He also gets into windows device drivers to get the cards up in windows.
[0] http://www.fpga4fun.com/10BASE-T.html