If you use Mac or Windows search iTunes for CUDA programming, or search Google for "Programming Massiveley Parallel Processors with CUDA" you should find videos and slides for this Stanford course.
A good book about CUDA is:"CUDA by Example"
A good book about CUDA is:"CUDA by Example"
However you should bare in mind that coding for OpenCL is, at least now, an order of magnitude more complicated (personal opinion) than CUDA programming.
With CUDA if you already know C is straightforward to get started.
http://mathema.tician.de/software/pycuda
even Matlab has some bindings for CUDA:
http://developer.nvidia.com/object/matlab_cuda.html
Bare in mind however that the original CUDA implementation uses C, so if you want the last drop of performance you will use C.