Dreamwvr.com's alternate frequently asked questions list is arranged in increasing order of difficulty, and can be read as a tutorial. http://www.dreamwvr.com/sed-info/sed-faq.html
Eric Pement's Cornerstone Mag site hosts an extensive FAQ, download sites for most operating systems, large list of handy one-liners, table of version differences, exhaustive links. http://www.cornerstonemag.com/sed/