Intel and AMD both have some good documentation on their site for getting going with OpenCL, so that's a good place to start. For example:

http://developer.amd.com/tools-and-sdks/heterogeneous-comput...

The Khronos website has a huge page with a list of OpenCL tutorials and books:

https://www.khronos.org/opencl/resources

Amazon has a number of OpenCL books available:

* http://www.amazon.com/OpenCL-Action-Accelerate-Graphics-Comp...

* http://www.amazon.com/Heterogeneous-Computing-OpenCL-Second-...

* http://www.amazon.com/OpenCL-Programming-Guide-Aaftab-Munshi...

This book is available on Amazon but the previous edition is available for free:

http://www.fixstars.com/en/opencl/book/

Intel's website also has some "Getting Started" articles and optimization guides for OpenCL (for CPU, GPU, and Xeon Phi):

http://software.intel.com/en-us/vcsource/tools/opencl