HLSL

Introduction to the DirectX9 HLSL - Diagrams, documentation, intrinsic functions, input/output semantics, and numerous code samples. [PDF]
http://ati.amd.com/developer/ShaderX2_IntroductionToHLSL.pdf

HLSL Introduction - Chang Li's overview of HLSL. Includes code samples and screen shots of common shader operations.
http://www.neatware.com/lbstudio/web/hlsl.html

Generating Shaders From HLSL Fragments - Demonstrates shader permutations based on fragments of shader code. Includes resulting assembler code.
http://www.talula.demon.co.uk/hlsl_fragments/hlsl_fragments.html

Ohloh: Brahma Project - Brahma's open source project for abstracting HLSL on .NET/C# - project history. Includes links to source code and examples.
http://www.ohloh.net/projects/3876

HLSL Workshop - Microsoft's overview on using HLSL. Includes tutorials and examples for lighting, texture mapping, and animation.
http://msdn2.microsoft.com/en-us/library/bb173495.aspx

DirectX using C# and HLSL - Tutorial on using HLSL with C#. Includes an overview, code samples and screen shots.
http://www.riemers.net/eng/Tutorials/DirectX/Csharp/series3.php

Facewound HLSL Pixel Shader tutorial - Overview, sample code and screen shots for post-processing views using HLSL pixel shaders.
http://www.facewound.com/tutorials/shader1/

HLSL Reference - Microsoft's documentation on using HLSL. Includes an overview, tutorials, sample code and debugging tips.
http://msdn.microsoft.com/en-us/library/bb509638.aspx

Xbox 360 - HLSL Attributes - Microsoft documentation on using HLSL with Xbox 360. Explains conditionals and flow control: branching, looping and optimization.
http://msdn2.microsoft.com/en-us/library/bb313969.aspx