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Step 1: Learn C/C++/Delphi etc. You can't reverse engineer if you can't forward engineer.
Step 2: Learn x86 assembly - http://opensecuritytraining.info/IntroX86.html (includes videos)
Step 3: Learn x86 architecture - http://opensecuritytraining.info/IntermediateX86.html (includes videos)
Step 4: Learn PE binary format - http://opensecuritytraining.info/LifeOfBinaries.html (includes videos)
Step 5: Learn about IDA & general RE thought process - http://opensecuritytraining.info/Introd ... ering.html (video pending)
Step 6: Learn about some stealth malware techniques - http://opensecuritytraining.info/Rootkits.html (includes videos)
Step 7: Learn more by encouraging other people to submit their own class material - http://opensecuritytraining.info/Why.html

Xeno

Can't stress enough how good this training is. Big +1

[Cr4sh]

IMHO, for being a good reverse engineer you, first of all, must be a good software engineer as well.
Deep and complex RE tasks it's for 70% about development of your own tools/plugins/scripts :)

[EP_X0FF]

Split. Question about virtual machines moved to the separate topic.

[yjesus]

Don't miss 'The legend of random' (no new stuff but good archive) http://thelegendofrandom.com/blog/

[sysopfb]

Free book that is pretty good
http://beginners.re/

Dr. Fu has a nice collection of tutorials as well but it's geared more toward malware analysis
http://fumalwareanalysis.blogspot.com/p ... verse.html

[ctrl^break]

This is a Malware Analysis training developed by the students from the Rensselaer Polytechnic Institute (https://rpis.ec).

Here the link to download the materials and labs:

https://github.com/RPISEC/Malware


Salu-DoS!

-ctrl^break
http://cubilfelino.net

[zerosum0x0]

Sikorski, M. & Honig, A. (2012). Practical Malware Analysis : The Hands-on Guide to Dissecting Malicious Software. San Francisco: No Starch Press.

One of the best books for (user-mode) Windows reversing, with lots of hands on labs. When people ask me where to get started this is what I suggest.

Dang, B., Gazet, A., Bachaalany, E. & Josse, S. (2014). Practical Reverse Engineering : x86, x64, ARM, Windows Kernel, reversing tools, and obfuscation. Indianapolis, IN: Wiley.

Great ASM reference, and has lots of practice problems (doing them will sharpen your skills). Windows chapter kinda outdated but has some decent background info.