Bill McColl points to an introductory article on programming HPC apps with CUDA
Dr Dobb’s Portal has a good introductory article on programming supercomputing applications with CUDA. The author, Rob Farber of Pacific Northwest National Lab, claims that he is able to achieve one to two orders of magnitude performance improvements over standard multicore processors for certain types of scientific problems.
Bill has is publishing a steady diet of good content; recommend you add his blog to your regular reading. CUDA article here.