For all things LaTeX start at the official LaTeX website.

To set up LaTeX install:

• MiKTeX - the guts of the program
• TeXstudio - a nice front end

To Learn more LaTeX:

• LaTeX wiki - good for solving specific problems
• A Beginners Guide to LaTeX by David Xiao - good for the basics, but written for a computer science audience
• Overleaf - has good resources for LaTeX basics and is a home for cloud collaboration
• Applied LaTeX for Economists, Social Scientists and Others by John C Frain - extensive review of LaTeX from history to usage

My favorite LaTeX packages:

• tikZ - for nice graphics, w/ plenty of examples at TeXample.net
• natbib - for bibliographies
• beamer - for presentations