Willing to learn about GPU programming, I found a good book to start with: CUDA by Example: An Introduction to General-Purpose GPU Programming, by Jason Sanders and Edward Kandrot.
After an brief and concise introduction to CUDA platform, the book shows, through numerous examples, detailed techniques to start writing programs.
The book is easy to read, and the samples are well explained and commented.
To get an idea, you can read a sample chapter, or download source code for the book’s examples.
More details about the book and the writers can be found in the NVIDIA Developer Zone.
Into The Wave 