http://www.blender.org/documentation/249PythonDoc/: The official documentation of Blender's Python API. This is the page we refer to in this book when we mention "the API documentation". Before you start scripting, read this at least twice from start to finish. It will give you an excellent overview of what is possible and by reading it completely, you will find it easier to find something when you need the information.
wiki.blender.org/index.php/Extensions:Py/Scripts: A catalog of the many, many scripts available for Blender, both the bundled ones and the additional ones people have written. Before trying to invent something on your own, check to see if someone already invented it for you.
www.opengl.org/sdk/docs/man/: The Blender Python API also gives access to many OpenGL functions to draw things directly on screen. The API documentation refers to these pages for detailed information. OpenGL is not a subject taken up lightly so you might want to check some tutorials first if you want to get fancy. http://www.opengl.org/code/ lists some entries that might give a start.