I tried to learn WPF the same way I've always learned new technologies: I got a hold of the best book I could find on the subject (Adam Nathan's Windows Presentation Foundation Unleashed) and read it.
And it just didn't work. Don't get me wrong. It's an outstanding book. It's one of the few objects on my desk that doesn't have another object on top of it because I pick it up so frequently. I'm sure it's possible to learn WPF without it, but I wouldn't want to try. I recommend it wholeheartedly.
The problem is that there's so much that's new in WPF that a book intending to explain it all to you is going to be overwhelming. And, unfortunately, all of the books I've seen on WPF are about the technology, not about how to develop WPF programs. That's not an insignificant distinction.
My experience with Nathan's book was that I read about XAML and markup extensions and value converters and a half-dozen other things, and then, when my head was completely full and I still hadn't learned how to do anything useful yet, I got to the section on dependency properties work, and I was just done. It took me months to get over that hump.
And it's not because dependency properties are hard to understand. They're easy to understand. They're just hard to understand if someone is explaining their implementation details at the same time he's explaining the implementation details of everything else, and you're trying to figure out how to write a program.
That's why I think worked examples are invaluable. I found Josh Smith's articles on the Model-View-ViewModel (MVVM) pattern and data binding really, really helpful.
Fundamentally, I think that if you try to learn WPF without learning MVVM, everything you do is going to be much harder. It's not like MVVM is hard to understand. It's got an unfortunate name that makes it sound like the architecture astronauts are running the asylum, but it's really very straightforward.