I was in the same situation as you in the sense that I was already very familiar with C# and .NET and just wanted to learn the XNA API as quickly as possible. I'll just describe the resources I've used in the beginning.
In that situation (and although it's a bit outdated now because the API changed a bit in version 4.0) I found Riemers (check his website too) book "XNA 3.0 Game Programming Recipes A Problem-Solution Approach" to be really useful:
The reason for that is that the book is divided into small sections, or recipes, about 3 or 4 pages each, and each recipe is focused on a different problem, a different portion of the API. At the start of the book he also recommends many different orders to read the book depending on your goals.
So I read through the recommended recipes to get up to speed with 2D and 3D rendering, content loading and input handling, which took less than a day, and afterwards, any time I picked the book I would just look at the table of contents, pick a recipe that interested me at random and read it.
But what I was particularly surprised with was the breadth of topics covered, because after all of the basic beginner recipes, there are also a lot of recipes on advanced topics that I really didn't expect to see in the same book, such as:
- vertex and pixel shaders
- ocean shader (complete with waves, refraction, reflection, and fresnel term)
- particle system
- bloom post processing
- shadow mapping
- bump mapping
- a procedural race track with catmull-rom
- height-map terrain
- deferred shading
Besides reading this book, I also complemented my learning with articles from the official App Hub Education Catalog which you can find here: