I posted a similar question recently: good audio dsp tutorials.
The golden link is certainly The Audio EQ Cookbook, if you wanna write and sorta understand EQs, but more generally, the musicdsp.org archive is the best resource I've found for audio DSP coding.
Here's a video of a synth ("Soundoid") I co-made in Flash:
http://www.youtube.com/watch?v=O-1hHiA7y4o
And you can play with it here: http://www.zachernuk.com/2011/03/28/soundoid-audio-synthesizer-v0-5/