Last October I decided I'm going to go all in and learn UDK. My background is FX in film as seen in part on my other blog agentfx.com along with some video tutorials on various FX topics. First I wanted to get good at FX in Unreal so I could get a job working with it full time (which I have now). So I got well versed in Cascade, Lighting, Materials, Kismet, Matinee, etc sort of the back end of things (vs the front making models, rigging character animating creating assets in maya which I already know how to do).
I scoured the web looking for all the quality video tutorials I could find then bought ever DVD made (or choose the best option for duplicate topics based on instructor exp). As I learned I got to the point were I felt I need to make a game to really test my skills in every area. Initially I wanted to make it with a team but ultimately choose to start out on my own until I get the game to a point in which people can add a few bits of polish and level design type things. To get my friends up to speed and track what I have and haven't seen tutorial wise I made a google doc where I tried to make a fast track to learning UDK, from what's the best on the web to what DVD's are well worth the money. I'll keep updating it, so post links and I'll check them to see if they are worth adding to the list. The point isn't to have all the tutorials but the fewest possible to learn the tools. Its a little rough looking in the "publish to web" formatting but whatevs its the best method for keeping up on it.