<p>For the past few years whenever I learn something I tend to spend way too much time researching on the best materials for the subject than actually studying it. What should I do to get over this mentality? I am stuck. How to stop worrying about getting or using the BEST books, training videos and online materials on .net and just start learning?</p>

There is no single best resource on anything. The best way to learn is to practice. Get any book to get yourself started. Then just start writing some code at home. Play with the language and the platform. Read blogs, browse the questions here. You will start discovering and learning nuggets of information.
Others mentioned buying Visual Studio 2008. It can be an expensive investment although it is totally worth it if you are a independent developer/consultant. However, if you just need something to get you started with coding, get the free
Visual C# Express
. You can always grow into the professional SKUs when you need it.