Rob Miles of the department is currently finishing off his XNA book which he is writing for Microsoft Press. This teaches C# programming and the XNA framework and shows you how to create games for your PC and the Xbox console. As part of the effort Rob has set up a website called verysillygames which will host a bunch of very silly games based on the material presented in the book. You don't need to buy anything (or even own an Xbox 360) to get started with XNA programming, and it is a great way to learn the craft. The book will be published later this year.