Here are some resources to help you come up to speed in MATLAB.
A primer written a few years ago for this course is a good place to start. This begins with simple concepts, then moves on to some more advanced stuff that I'll use in lectures. However, it is by no means complete.
MathWorks' own getting started documentation is also not a bad place to start. It has some videos, if you like that kind of thing.
The acknowledged world expert on MATLAB vectorization tricks is Peter J. Acklam of the University of Oslo. Links are on his MATLAB page. His 30-page 2000 tutorial is quick to read, while his 63-page 2003 version is more complete.
If you are using MATLAB on a Windows machine, then "live" notebooks within Microsoft Word ("M-books") are pretty cool. The above-listed "primer written for this course" was done as an M-book, then printed to a PDF file.
Finally, you might want to interface MATLAB to Numerical Recipes (or any other C++ programs), both for versatility and (sometimes) hugely increased speed. A complete tutorial on this is on the NR web site.
Here are a couple of Matlab cheatsheets, useful for looking up the basic commands for someone new to the language:
For people familiar with either MATLAB or Python and interested in learning the other, here are some lists of equivalent commands between the two: