Apparently Vegas 8 comes with a tutorial DVD. However the Movie Studio versions all have very comprehensive help called "show me how" which is intuitive and quite interactive
As it is within the software you can put the tutorial to use right away
There are websites Mark has linked a few times but the Sony website does also have a few for ver 5/6. Because the GUI isnt very different they are still handy
There is an interactive book for £21 I got off
these Guys to design some in house tutorials
Pm me for a little "homemade" DVD from tutorials later if you wish