Jack Ganssle is an embedded guru and a great writer, check out everything he's written - books and online.

Start here: http://www.ganssle.com/startinges.htm ("How to become an embedded geek")

Get yourself a simple all-in-one hardware/firmware environment, like the one my company (Silicon Labs) makes: Look for the "MCUniversity Kit", it's $55, here: http://www.silabs.com/products/mcu/Pages/MCUniversity.aspx

Or check out http://hackaday.com/2010/08/11/how-to-launchpad-programming-... for info about Launchpad, a cheaper, similar solution from TI.

I've actually used Silicon Labs' MCU University kit, and I highly recommend it. I don't get any money directly from it, but Silicon Labs does pay my salary.

Spark fun has a good set of tutorials that cover all of the basics.

http://www.sparkfun.com/commerce/tutorials.php

The nice part about their tutorial is they take you through all of the details such as building you own PCB and other items where some of the kits have all of the electronics built for you. It depends on your interest but I find designing the electronics to be as rewarding as actually programming a micro-controller. I am also the kind of guy that likes to understand ever small detail as well.

I start using PICAXE(http://www.rev-ed.co.uk/picaxe/) few years ago. It's incredibly cheap and easy to use. But i think it's essential to have electronic/mechanical knowledge in order to make interesting project.

Pick up an Arduino, or one of it's derivatives (like Netduino). Then span out. Once you've gotten 'in', you'll soon find other interesting platforms to develop on.