I've posted a new tutorial over at XNA Development covering character movement in 2D games. This tutorial covers the basics of making a character move around, jump, duck and shoot. It also demonstrates using a tile sheet for your texture, simple animation, tracking character state and basic OO techniques.
This little demo game was a blast to make (I am particularly pleased with the way the Wizard turned out), I always make my own graphics and I happen to really like this one). XNA game development has definitely made making your own games very approachable. If you've ever had ANY interest in game development in the past but were put off by the difficulty and the steep learning curve in using DirectX, give XNA a go. It's amazing how far game development has come.