what micro ?
Your have a choice of many.
(asking this questions is a good way to get good arguments going as
everyone has their own favourite).
For starters(the more common)
pic from microchip, avr from Atmel, msp430 from TI,
8051's from many vendors(Atmel, intel, winbond, cygnal, siemiens, philips),
few links in alphabetical order
(google should find you many others)
www.avrfreaks.com register its free
then go to academy and get the beginners guides and articles.
many tutorials on the web.
If possible start with 16F877, 16f628 or 16f88.
Or one of the 18f series pics
see if you can get your hands on a copy of
Programming and Customising Pic microcontrollers by Mike Predko
any of the square one pic books.
I haven't used any of these
www.8052.com look at the tutorials. http://www.8052.com/tutorial.phtml
http://www.dontronics.com/vicuni.html some nice projects with code
Z80 from zilog
motorola 68HC xx
newer philips LPC210x chips
for some cheap pic , avr and 8051 boards
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