I've posted in the past about trying to find good online introductions to BPMN. Recently Bruce Silver has released some excellent e-learning material on SAP's Business Process Expert community site (registration is required).
Bruce uses some as yet unreleased software to diagram the BPMN examples he uses. I've taken the cheap route in the past and have been using some of the free Visio stencils I mentioned in the last post. Recently though I've been using a elegant stencil from Orbus software. Unfortunately it doesn't cover all of the features (e.g. catching and throwing events) and symbols in version 1.1 of BPMN.