I agree with John #2, I’m currently working through Alan Richardson’s course and it’s exactly what I’m looking for. It covers absolutely everything, from environment setup and also live coding examples which you can “code-along” with, and you can download all of the slides and examples.
It’s cheaper if you purchase the course directly from his website – http://courses.compendiumdev.co.uk/course/selenium-2-webdriver-with-java/
He’s also produced a free “Getting Started” version if you just want some help with setting-up your environment, or if you want to see whether his material is your style. You can find that one here: http://seleniumsimplified.com/get-started/