Check out http://www.xilinx.com and http://www.altera.co as they have lots of documantation but before you go out and buy a fpga kit download a copy of the altera maxII plus baseline software which will let you play with fitting code into programable devices for free and you also need a copy of modelsim to simulate the resulting code.Once you can write code simulate it on modelsim fit it into a device and simulate the back annoted code THEN you go and buy an fpga kit. If you want a cheap easy to use fpga look at the altera acex range they dont have all the bells and whistles but they are a good starting point.
When you get more into it the hamburg vhdl archive has some good on-line resorces http://tech-www.informatik.uni-hamburg.de/vhdl/