Kael's Guide is really helpful for the XML stuff and just general modding best practices. It's the best guide I've seen for getting started. You can download it here: http://forums.civfanatics.com/showthread.php?t=385009
Some parts of it are outdated since the expansions, but even so it's really valuable to get started. It has a section on LUA as well but I can't speak to it, since I haven't done any LUA changes yet.

Anyone that wants to add their own graphics should read this: http://forums.civfanatics.com/showthread.php?t=459392 it was really helpful to me. There are a lot of "gotcha"s to adding graphics.