I'm also just starting to learn effect and I'm looking for the same kind of info. There are a few examples in the XNA Docs. Look at them.
Also, there is this PDF I'm currently reading (It's the first chapter from the book ShaderX2 I think):
http://www.ati.com/developer/ShaderX2_IntroductionToHLSL.pdf
I also found some useful tutorials here http://www.pieterg.com/Tutorials.php
I've been scouring google for days, and found a few promising beginner level ones. I've yet to really study them in earnest.
If you search my blog you'll find several blog posts with the links. A search for "HLSL" should do it, or click the XNA category (I haven't categorised the HLSL specific ones properly yet).
Here's the link: