Just came across 2 useful resources for WP7 development.
1. Microsoft Press - Programming Windows Phone 7, by Charles Petzold.
The book has over 1000 pages covered in 24 chapters. Haven’t gone through the complete contents of the book, but by a glance, this looks to be a comprehensive guide to WP7 development. Click here to know more and how to download the e-book.
2. Blog site - http://www.jeffblankenburg.com/post/31-Days-of-Windows-Phone-7.aspx .
This blog gives a brief walkthroughs with screenshots about a concept. Very easy to understand and learn.
Hope it helps!