The Ben Cloward HLSL DVD's are great - just have to remember to keep in the back of your head the Y up vs Z up coordinate system differences between Maya and Max. For Maya also - you can read the entire text of 'The Cg Tutorial' book by Nvidia on their developer website - its a great intro and covers the basics fairly well…
CG Academy offers two DVDs on HLSL shader creation by Ben Cloward. HLSL Shader Creation 1: HLSL Fundamentals HLSL Shader Creation 2: Light & Shading Models Ben Cloward's web site is a great source of information too. nVidia shaders IDE: FX Composer ATI shaders IDE: RenderMonkey Toolsuite Lumonix node based shader editor…