There are a few embedded programming lessons that carry over from one platform and style to another, but it is really a broad field. Different processors can require very different tactics, and different applications can dictate both different firmware design tactics and different microcontrollers. Here's some stuff to get you started....
msp430
Texas Instruments has several very inexpensive USB development kits which they call EZ430 and are based on their MSP430 family of micro-controllers. The simplest one has an msp430 f2013, which has 2K of flash program space, 3x128 bytes of usable user flash (another 128 byte page exists, but it's special), 128 bytes of RAM (yes, 128 bytes but it's enough for lots of things), and 16 CPU registers (some of these are special purpose like the Stack Pointer, Instruction Pointer, Status Register, and maybe one or two more). MSP430s also have several memory mapped special function registers which are used for configuring and controlling the built in peripherals. MSP430s are von Newman processors, so everything lives within one address space. These cost about $20us for both the programmer and a removable tab (pc board) containing the msp430 f2013. For about $10us you can get 3 replacement tabs with msp430 2012, which is pin compatible with the 2013 (mostly) and has a few different peripherals. These tabs have an LED, a button, and several large vias (holes in the pc board) which are connected to the pin of the processor. These vias are easy to solder wires into even if you have never soldered before -- due to capillary action the vias just suck the molten solder up and while it's hot you can just jab the end of your wire in there.
They also have a couple more similar kits with 802.15.4 radios. Even if you aren't interested in the radio you may still be interested in these because their programmer also has a UART pulled over from the removable tab and are compatible with the tabs used on the other kits mentioned above. These kits also contain at least one extra programmable board and a battery pack for it. (one of these kits may contain more, but I don't have mine with me right now, and not going to look it up).
They also have a kit that has a programmable watch as the target platform. I've never had one of these, but they have a display, accelerometers, and several other cool things, but this may overwhelm you for your first project. I'd suggest one of the previous kits to get you started with MSP430s.
You can get free C compilers and development environments for MSP430s in the form of IAR's Embedded Workbench kickstart (4 kb program space limited ) IDE, Code Composer Studio (also limited program size, but higher limit, I think), and gcc/gdb for the MSP430. IAR's kickstart is pretty easy to get started with quickly, though it's not perfect. You may find that you have to shut it down, unplug your USB EZ430, restart IAR, and plug back in to get it going again. Or maybe some different order will work better for you.
TI also provides many examples in badly named files (all of their downloadable files go out of their way to be badly named). Be warned -- similar MSP430s may have different device control register interfaces for similar peripherals, which can be confusing. Make sure that any document or example you are reading really does apply to the microcontroller you are using.
other small systems
There are many many other processors families and kits that you can go with, and you should probably at least know a little bit about them.
AVR -- Atmel's 8/16 bit Harvard architecture. Harvard refers to separate address spaces for code and working memory. It has 32 8 bit registers, some of which may be used in pairs as 16 bit registers. It's a very popular and pretty cool processor. Some of the smallest ones only have registers with no extra RAM, which is scary. Atmel also has an AVR32 which isn't at all the same as the AVR. Unless you make use of an existing bootloader capable of loading your new code you will need to get a JTAG unit for these.
8051 -- This is old as the hills and a pain in the butt to use until you finally understand it. It is an 8/16 bit processor, with many more limits on how you go about doing 16 bit math and only has 1 pair of registers which can act as a pointer. It has 3 separate address spaces (stack, global memory, and code) and lots of odd (compared to other architectures) features. The low level stuff might not mean much to you if your are programming in C except that very simple C operations can turn into much more code than you thought they would. You don't want to start on one of thise, most likely.
propeller -- Parallax's very interesting multi-core processor which is very unlike other processors. It has several cores which act mostly independently and can be used to simulate peripherals or do more traditional computational tasks. I've never used one of these, though I'd like to. Just never had a task that seemed to fit it. They have their own high level language to program them as well as the processor's assembly language.
larger systems
After you get out of the 8/16/24 bit processors you start to blur the lines between embedded and desktop level programming, even if it is technically embedded.
AVR32 -- There are 2 main versions of these. One is a Harvard architecture and the other is von Newman. The von Newman version is essentially a better ARM than ARM, but it's not as popular as ARM. As near as I can tell it was designed with "run Linux" in mind, though not tied to it in any crazy way. You used to be able to get cheap development boards for these and code is often almost as easy to load as copying files from one PC to another, though you will probably make use of uboot and tftp to do some work. JTAG is only needed when you mess up the boot loader. I think all of these have support for native JAVA acceleration. www.AVR32.org
ARM -- The most popular embedded processor. There's many versions of these. Some don't have an MMU (memory management unit) and some do. There's too much to say about them. Some version have native JAVA acceleration, though I think that the ARM lords don't freely tell all of the details of how to use it, so you have to find a JVM which knows how to use it. Many vendors make them, including Atmel, Freescale, Intel, and many others.
MIPS -- A very RISC processor. The RISCiest.
There are many others.
Programming styles
I could write 3 books on this but the general rule is make things as simple as the application can let you. An exception to this is that if you can easily make use of an operating system you might want to make use of it if it simplifies your task.