I just bought a new book, "Photoshop for Nonlinear Editors," by Richard Harrington. It includes a DVD. Man, is this book worth the price! Check it out.
Rich Harrington's book is a MUST HAVE in my opinion. Photoshop for DV applies not only to P-Shop users, but to Paint, Photo Impact users as well. It's got a great little section in the back by Dr. Dropout, a Sony project manager, that relates specifically to Vegas and alpha channels.
MR. Harringtons book is one of the best sources out there and should be read and cherrished by ANY non-linear editor. I finished it a few months ago and find myself constantly referencing it. The included DVD is full of great tutorials beyond the book; you can't go wrong for the price, this is a must have.
I agree with all said. Harrington has a great book, great explanations of many filters and techniques, which are applicable to Vegas.
I'll add that every book I've got from CMP is great--well written, relevant, up-to-date, usually with a CD. The books by Harrington, DSE, and Jackman are what I'd recommend for those who care. CMP is my self-study film school.