I am in a very similar situation. I discovered Free Range VHDL and am learning fast as I work through it. This book is an update of The Low-Carb VHDL Tutorial with exercises at the end of every chapter.
After completing the paper exercises, I plan to get an XuLA board from XESS. Dave Vandenbout has written an excellent tutorial referencing his XuLA board. This book complements Free Range VHDL as it discusses actual FPGA devices and practical issues such compilation, synthesis and software download. This book is also available from the Free Range Factory and I have found an earlier edition on this pdf.
Dave Vandenbout's site offers more hardware than the Free Range Factory, so it is worth checking out. I am based in Europe, so I will also be looking at Trenz Elektronik online shop.