It depends on what kind of data you want to analyze the two i know of is affymetrix oligo-arrays which have the .CEL extension, the bioconductor project provides the affy package for this. The other type of microarrays are cDNA arrays which have two color channel to separate conditions, is mostly done with the lima package.
i'd recommend looking at this class website i took this class myself and the materials are pretty good:
In there you can see that the textbook "Bioconductor case studies" is pretty good source itself. The password for the documents is: bioinformatics.
Other than that i'd recommend you look in these two links which contain some tutorials:
I have lots more of resources and can help offline with any specific question, just email me (in my profile)