This new tutorial at XNADevelopment covers the basics of putting together a Health bar for your game. It walks you through the basics of setting up a new game project, adding an image, tracking the current health level and displaying that appropriately in the game.
I plan to add a "One Step Further" section to the tutorial, but I am still working on the art assets for that project so there is only the tutorial and it's source for now. I tried to write the code as clear and as concise as possible, so it should be accessible to most beginners.
I am still working on my Dream Build Play contest entry and plan to do some blog updates about the progress that I am making on that. It has not been coming together as fast as I would like, but it has been fun. Also, if you have not hear, the MSDN XNA forums have moved. If you have any XNA questions, be sure to visit the new forums here.