HLSL Introduction 
Chang Li's overview of HLSL. Includes code samples and screen shots of common shader operations.
http://www.neatware.com/lbstudio/web/hlsl.htmlIntroduction to the DirectX9 HLSL
Diagrams, documentation, intrinsic functions, input/output semantics, and numerous code samples.
http://ati.amd.com/developer/ShaderX2_IntroductionToHLSL.pdf
Generating Shaders From HLSL Fragments
Demonstrates shader permutations based on fragments of shader code. Includes resulting assembler code.
http://www.talula.demon.co.uk/hlsl_fragments/hlsl_fragments.html
DirectX using C# and HLSL
Tutorial on using HLSL with C#. Includes an overview, code samples and screen shots.
http://www.riemers.net/eng/Tutorials/DirectX/Csharp/series3.php
Facewound HLSL Pixel Shader tutorial
Overview, sample code and screen shots for post-processing views using HLSL pixel shaders.
http://www.facewound.com/tutorials/shader1/
Xbox 360 - HLSL Attributes
Microsoft documentation on using HLSL with Xbox 360. Explains conditionals and flow control: branching, looping and optimization.
http://msdn2.microsoft.com/en-us/library/bb313969.aspx
HLSL Workshop
Microsoft's overview on using HLSL. Includes tutorials and examples for lighting, texture mapping, and animation.
http://msdn2.microsoft.com/en-us/library/bb173495.aspx
Ohloh: Brahma Project
Brahma's open source project for abstracting HLSL on .NET/C# - project history. Includes links to source code and examples.
http://www.ohloh.net/projects/3876
