The fastest way to get up to speed is to use smartpart.
It allows you to build ASP.NET usercontrols and deploy them in sharepoint.
http://www.codeplex.com/smartpart/Release/ProjectReleases.aspx?ReleaseId=10697
Sharepoint designer/CAML:
- Nice for starter apps.
Visual studio tools:
- painfull
- documented very bad
- bug ridden
- Very heavy deploy cycle..
IMO Microsoft has to come up with something better.
Until then, smartpart is great.