www.good-tutorials.com
theres to much stuff to explain ... but you can look at some of those filter things to get started with ... but those get old .. fast...
some filters are handy though .. if i ever use a filter it's most the time guassian blur ..
for grunge stuff...some may say it's more to it .. but not really .. get some grunge brushes...find a pic...most the time you don't even have to cut it out .. and just make a few layers of brushing ..then change those layers to diffrent types.. i.e. color burn and stuff like that
but if you want to learn stuff like vector art or things to do with the pen tool,
http://www.heathrowe.com/tuts/vector.asp is an awsome tut...
don't be affraid to play around with stuff either