The ground swell of interest in XNA Games Studio never ceases to amaze me - it's truly an underground phenomenon! Accordingly, there's never a shortage of materials produced by members of the community teaching you how to do things with XNA. A while back I posted a video of a great presentation that Luke Drumm delivered at UNSW - well, there's a perfect complementer to that video, in the form of Dan Waters's 12 part video tutorials on how to create an Xbox / PC game from scratch using XNA.
Video: 3D XNA From Scratch: 01 Introduction
The series covers everything from opening your first project through to basics in texturing, modelling and controller inputs and finishing up with deployment to Xbox for the real test - how the game actually plays!
Thanks Dan for the resource, and all the other great XNA materials on your blog.