VHDL Cookbook is a good, though dated, intro.
Use ghdl to learn vhdl, without the need to have hardware, as it compiles VHDL to an executable. Icarus is similar, but for Verilog. gEDA has good tools, including the gtkwave waveform viewer. Combined, ghdl, Icarus and gtkwave are a pretty useful simulation suite. You can go a long way with simulation, since the normal design flow is to get the system 100% using simulation, then as a last step program the FPGA with maximal probability of it just working. As Bruce said, the actual partition, place and route tools are proprietary and specific to each FPGA vendor, and a google search will come up with a number of cheap FPGA boards.
Keep an eye on left field though. There is a convergence in progress between desktop CPU's, GPU's, parallel systems and FPGAs (which can be seen as an array of massively parallel simple processors). One day all I wrote may be obsolete and you will be able to program your FPGA in CUDA, or whatever results when mainstream programming figures out how to handle parallel systems properly.