In Training
People who are accomplished conventional programmers often ask me what's the best way to get started in embedded systems. Although it is tempting to plug one of my books on the subject, I usually — after a pang of conscious — tell them the best way is to pick some manageable project and just do it. That will drive you to research the things you need to know and ask people better questions.
Even that may not be the best answer, however. For one thing, you really need to pick a reasonable project. A model traffic light isn't bad. A robot that can drive your car to the oil change place is probably a bridge too far. But even if you make the right choice, I learned at least one thing from teaching classes for many years: Different students learn things different ways.
Although I've spent many years in front of a class, I don't do well sitting in class. For me, the jump in approach is just right. But some people like classes. Others want to read a lot before they get started. Other people prefer to get hands on with a mentor. It just depends.
If you like a structured class environment, you might be interested that Digi-Key is sponsoring a continuing education center with "180 days of free online engineering courses." The first track is on microcontrollers and starts January 16. It looks like some good content. If you are interested you can find more information here (note that Design News is another UBM publication).
Of course, many vendors offer specific classes online for their products and those can be useful too, as long as you are mindful of the specific bias. There is also plenty of material on the Web, including some mildly dated courseware I have posted at http://www.awce.com/classroom. The continuing education center, however, seems to be structured more like an online school and not just a "self-service" resource.
Speaking of online schools, many schools now put their material online and that's another good way to learn a topic if you want the knowledge and aren't as worried about the credit. For example, MIT has several interesting looking courses, although some would not directly relate to embedded systems. (You do, however, have to admire whoever titled the class "Street-Fighting Mathematics.")
Berkeley has a lot of interesting material, including Introduction to Embedded Systems and others. Utah State University also has courses of interest.
Other universities are posting an increasing amount of free materials online, although I haven't seen too much on the kind of topics that would interest embedded designers other than the few I've already mentioned. In all fairness, Stanford is on iTunes, and since I won't install iTunes just to see what they have, it could be a treasure trove and I just don't know it.
I'd be interested in how you learned embedded systems (or are learning). Did you have formal education and was that sufficient? Did you read, study with a mentor, or just dive in and work through? Leave a comment and tell your story.

