From XNA.com:

About XNA:

Microsoft® XNA™ is composed of industry-leading software, services, resources, and communities focused on enabling game developers to be successful on Microsoft gaming platforms.

For Professional Developers:

Microsoft provides advanced technology that allows professional developers to quickly enable games on platforms like Xbox 360™ and Windows Vista™. Our state-of-the-art authoring, development, debugging, and profiling tools let you get to the metal when you need to, while our libraries provide superior performance and an amazing depth of features. Top it off with world-renowned game developer support, samples, and white papers, and you have the edge when it comes to creating the best games on the planet. Plug in and check out all we have to offer.

Tutorials

Bill Board Sample
Chase and evade
Make a Game in 60 Minutes
Particle 3D Sample
Sprite Effects Sample
Tiled Sprites Sample
Game State Management Sample
Going Beyond Tutorial 1: Displaying a 3D Model on the Screen
Going Beyond Tutorial 2: Making Your Model Move Using Input
Going Beyond Tutorial 3: Making Sounds with XNA Game Studio Express and XACT