Joh over at F# in Game Development has been preparing to release Asteroid Hunter 3D, an XNA game for XBox 360. I've not played it myself, but next stage is a review process.
Along the way he's released some utility code and modules that may be useful for people to learn & get started in this space. If you pick up and use his code then I'm sure Joh would love to hear from you via comments on his blog or through the XNA forums (the code is under the Apache 2.0 license). Other resources you'll need can be found at the XNA Developer Center. You'll also need a working knowledge of C# (since many code samples are in C#), and joining the XNA Creator's Club and hopping on the XNA forums is also a good plan.