First read this nServiceBus overview.

I'm recording my learning so I can refer to it later.

Messaging Concepts

Transport

For messaging to work you need to transport messages from one endpoint to another, once an application has created the message addressed it and put it into a queue it is up to the transport to attempt delivery. MSMQ is the default choice of nServiceBus.

Command Query Separation (CQS)

Wikipedia describes CQS as a pattern where "… every method should either be a command that performs an action, or a query that returns data to the caller, but not both. More formally, methods should return a value only if they are referentially transparent and hence possess no side effects." Udi Dahan's Blog Post on CQS

The Cost of Messaging

Using a messaging approach to building systems offers lots benefits that other approaches don't but you rarely get something for nothing, Ayende's article discusses the cost of messaging.

nServiceBus Concepts

Publish vs Send - Wiki Article

The Distributor

The distributor as it's name suggests distributes work to be done to worker services. This avoids the need for the service that decides what work is to be done from having to contact all workers or have logic that handles balancing the work load.
Worker services inform the distributor how many idle threads they have available and it dispatches the same number of jobs. When a thread completes the distributor is notified so that if any jobs are in the work queue one will be sent.
This means an administrator can monitor the work queue to see if there are enough workers to handle the load.

nService Bus Code Samples Articles

Synchronous Web Service Bridge - Udi Dahan

Pub / Sub Walkthrough - Erik Westermann

Installation and Config

Wiki Article on configuration

Getting started article on Art of Babel - Erik Westermann

Reviews of nServiceBus

Ayende Rahien's Review and his review of the distributor

nService Bus Info on the Web

Mailing List on Yahoo Groups

Udi's FAQ on the nServiceBus Website - Full of programming tips

Case Studies and Scenarios for Usage

Asynchronous High Performance Login Example - Udi Dahan

Update:

New packaging for NServiceBus 2.0

The link above is to Andreas Ohlund's blog post that explains the differences between the packaging for version 1.9 and 2.0
The main difference in the introduction of a nServicebus.core.dll and nServiceBus.Host.exe