If you are looking for something very simple, you can find some good stuff just by searching google or yahoo. If you need a book, amazon has some stuff. I bought "Basic and Intermediate NX$ Modeling, Drafting, and Assemblies" by Samuel, Pragada and Baksi. I remember seeing that they have a newer version for NX5 (and NX6 I think). If you are looking for the best bang for buck, I would suggest the book. If you are looking for something free... you better just read every forum you can find. If you are paying for CAST training and you are already familiar with CAD basics, just use CAST. I looked for a while and could not find anything free. I thought about online tutorials but once you take them, your done, hope you take good notes. I decided on the book because I can skip around and take my time. Plus, others can use it at the company instead of me having to train the guy I get fired for. Also, you wont find very much regarding internal programing with NX (such as grip/tcl/etc.). There are other books for just those kinds of programming. If you have the funds I would suggest one of the training courses offered though Siemens. That would be the best thing. But those are expensive.
Hope this helped,
Rick