<p>I want to get started doing some game development using Microsoft's XNA. Part of that is Shader development, but I have no idea how to get started. I know that <a href="http://developer.nvidia.com/object/fx_composer_home.html" rel="noreferrer">nVidia's FX Composer</a> is a great tool to develop shaders, but I did not find much useful and updated content on how to actually get started.</p>

<p>What tutorials would you recommend?</p>

SAMS's
XNA Unleashed
by Chad Carter is a great starting point for XNA and assumes little knowledge of game development practices or hard maths before you start. It has two chapters on basic and advanced shaders.
As a sidenote, keep an eye out on Google for WPF Shader tutorials, it now uses the same technology to allow customer shaders in WPF applications and tutorials for that I believe are largely compatible with XNA.