(Edit: Rx is now open source!)

Start by bookmarking the Rx hub on MSDN:
 
http://msdn.microsoft.com/en-us/data/gg577609

Especially the beginners guide and the .NET Resources and Community pages, which together provide several links to official videos, blog posts and articles, all of which are worth reviewing.
 
http://msdn.microsoft.com/en-us/data/gg577611
http://msdn.microsoft.com/en-us/data/gg577612

Next, bookmark the Rx forum.  This is the official place to search for answers and to ask new questions:

(Edit: 10/3/2014 - There's still a lot of good stuff on the Rx Forum, though Stack Overflow appears to be more active now.)

Rx Forum
http://social.msdn.microsoft.com/Forums/en-US/rx/threads

Depending upon your current level of knowledge with Rx, you may want to continue by going through the official hands-on labs.  They are a bit out-dated although differences between the labs and the latest Rx class library should be minimal.  When you do come across differences, a quick search on the Rx forum will show you what changes need to be made.

Hands-On Labs
http://go.microsoft.com/fwlink/?LinkId=208528
 
For further reading, I recommend starting off with the official conceptual documentation:
 
http://msdn.microsoft.com/en-us/library/hh242985(v=VS.103).aspx     
 
followed by the recommended design guidelines.  This document is a bit outdated, although where there may be differences between the examples and the latest Rx class library, the purpose and reasons for the guidelines still apply.

Recommended Design Guidelines
http://go.microsoft.com/fwlink/?LinkID=205219

After that there's plenty of community resources to choose from.  A new book has been written about Rx recently:
 
http://social.msdn.microsoft.com/Forums/en-US/rx/thread/813e56db-e410-4f35-8f72-1be34b08ce8a

[Edit (8/14/2012)]

Here's another new book.  This one's written by Lee Campbell and is available online for free:

http://www.introtorx.com

[/Edit]

And here's a list of blogs and open source projects that may interest you:
 
http://social.msdn.microsoft.com/Forums/en-US/rx/thread/2cbd3b1c-d535-46ba-a9cf-3cd576a8e7c2

As for open source projects, I’m particularly fond of Rxx, and not just because I’m the co-founder and author along with James Miles.  ;)

If you’re not familiar with the Rxx project yet, it's something I’ve been working on for several months now along with James Miles.

Rxx is a library of unofficial reactive LINQ extensions supplementary to Microsoft's Reactive Extensions for .NET (Rx).  Rxx is developed entirely in C# and targets the .NET Framework 4.0, Silverlight 4.0 and Windows Phone 7 (WP7).

Why should you use Rx and Rxx?

Well, if you’re doing any kind of programming that involves asynchrony or concurrency, such as what is commonly found in UI layers, business layers, data access layers, middle tier services – basically everywhere, then you’ll definitely find Rx to be very useful.  Rxx adds a whole bunch of useful features on top of Rx and the .NET Framework Class Library (FCL), making it quite easy to introduce common patterns of asynchrony into any .NET program through the use of IObservable<T> and LINQ.

Rxx provides the following features.  See the Documentation for details.

1. Many IObservable<T> extension methods and IEnumerable<T> extension methods.
2. Many useful types such as CommandSubject, ListSubject, DictionarySubject, ViewModel, ObservableDynamicObject, Either<TLeft, TRight>, Maybe<T> and others.
3. Various interactive labs that illustrate the runtime behavior of the extensions in Rxx.  Individual labs' source code included.

The latest release of Rxx is now available:

• CodePlex
  http://rxx.codeplex.com/releases/view/69545
• NuGet
  http://nuget.org/List/Packages/Rxx
  http://nuget.org/List/Packages/Rxx_Experimental

New features for Rxx 1.2 include:

1. Compatible with Microsoft's Ix Experimental library.
2. UI extensions for WPF and Silverlight, including AnonymousCommand, CommandSubject, a Subscription XAML markup extension for binding UI elements to observables, EventSubscription trigger and a reactive view model infrastructure.  (Download the labs application for examples.)
3. N-ary Zip and CombineLatest combinators.
4. Several parser updates, including new operators, non-greedy (lazy) quantifiers and major performance and memory improvements, such as avoiding stack overflows due to recursion in quantifiers.
5. Cursor types and extensions (Rx and Ix).
6. ListSubject and DictionarySubject.
7. Consume extensions that generalize the producer/consumer pattern over observables.
8. ApplicationSettingsBase extensions.
9. ObservableSyndication for RSS 2.0 and Atom 1.0.
10. ObservableFile and additional ObservableDirectory extensions.
11. Stream, FileStream and TextReader extensions.

More details can be found in the latest release notes: http://rxx.codeplex.com/wikipage?title=Release%20Notes

We’d really appreciate your feedback.  Please let us know about your experiences with Rxx by starting a new discussion or submitting an issue.  Thanks!