I thought I would put up a couple of links to stuff that has helped me gain a greater understanding of this frustrating / fascinating business.
First a whole raft of video tutorials (not the usual rubbish) including tuts on NMAP, Netcat, Wireshark, Socket Programming and Encryption.
Lots of security tutorials here. The site is not in English but a lot of the info is written in English and is generally available in .PDF format.
And here are some good fuzzing resources.
I hope someone finds this useful and that anyone else with good resources will post them up here.