I've decided that I'll share my progress with GDI+ game programming in Visual Basic. This series teaches the basic principals of game programming. It's still a work in progress, but should kick-start the young VB game programmer and get you on your way to developing simple classic style, 2D RPGs and such.
You'll learn how to use a tile set for tile-mapping, how to create and move a character around the screen, how to track mouse movement and input, how to create semi-transparent menus, and more.
In terms of performance, GDI+ is horribly inefficient, but should still work for creating games like you might see on the old Nintendo, Super Nintendo, and Sega Genesis consoles. As long as you don't use too many on-screen objects simultaneously and keep the number of drawn tiles down, it should perform fairly well on most modern machines.
If you want to dabble in 3D, arcade style games, I recommend learning XNA or DirectX programming in C#. These environments will make much better use of your graphics hardware and allow you to produce many more rich environmental effects.
At any rate, I hope this helps get you started and feeds the creative fire that all of us aspiring game programmers have burning inside. Good luck with your project, and feel free to share your progress with all of us! It's always encouraging to both share and see other peoples' success stories.