Well, we've got a lot of products here, and I'll try and summarize what people have said, as well as add tips.
BOOKS:
The Royal Road to Card Magic
Bobo's Coin Magic
Expert at the Card Table
DVDs:
How to do Street Magic (Ellusionist)
Ninja 1 & 2 (Ellusionist)
Born to Perform Card Magic (Penguin Magic)> My recommendation
TIPS:
Decide on which magic type you want to specialize in. Card Magic? Coin Magic? Rope Magic?
I suggest you get a solid foundation in the basic sleights once you choose, i.e. Learn the basic grip for cards, double lift, breaks, etc. Palms and steals aren't really unnecessary for now.
Learn a few good tricks (Born to Perform DVD has 4 STRONG effects), and practice them until you're tired of doing it. Then, go out and perform them. During your performance, LISTEN to your spectators. Interpret what they say about you, and make the necessary changes. Then, practice more. Repeat this cycle, and before you know it you'll be years into magic.