Here are two great sources of free training material, one from Microsoft and the other from SharePoint consulting company Point8020.
1) Develop on SharePoint - from Microsoft
This is a SharePoint Developer portal site with the navigation based around the main topics of interest to developers, such as: Web Parts, Data Lists, Event Handlers Workflow, Silverlight, Page Navigation, Page Branding, Web Services, Custom Content Types and User Management.
This site has a really cool interface. However, with the browser back navigation button disabled, the custom "Go Back" navigation button that appears at the top of each display panel needs to be highlighted a little better.
Each of the topic panels presents a comprehensive set of resources including, virtual labs, webcasts, white papers and more.
2) Free SharePoint Developer Training - from Point8020
Get 12 hours of free developer training webcasts from SharePoint Consultants, Point8020. I've watched just over an hour of this so far and am very impressed with the content and presentation. There are accompanying slide decks with each episode.
Module 1 - Developing Solutions on the SharePoint Platform
Module 2 - Web Parts
Module 3 - Page Navigation
Module 4 - Page Branding
Module 5 - Data Lists
Module 6 - Web Services
Module 7 - Event Handlers
Module 8 - Content Types and Site Columns
Module 9 - Workflow
Module 10 - User Management
Module 11 - Silverlight
Module 12 - Deployment