Bradley Jones has two great articles for programming XNA (XBox games). I really like XNA and played with it for quite a while. I think it is the perfect tool set and framework to get into game programming. The framework hides a lot of the dirty details with video, sound, and synchronization but also allows you to really dig into the concepts at a fairly low level. Check out these two articles and when you mix the tooling with other freely available tools like GIMP, Blender, Audacity, and ImageMagick.