You can download Gamemaker 8.1 from here:

You do not need to purchase a licence – the free version is more than enough for what we do!
We use version 8.1 which is not totally compatible with the latest Studio version available direct from YoYo Games.

Below are a list of sites with various Gamemaker tutorials

ICTMindtools –
An excellent site for beginning game development with Gamemaker
Most of these tutorials are used in our induction class.

YoYo Games Official Tutorials –
A list of tutorials from the makers of GameMaker –
A decent list of tutorials on mainly platform and shooter type games

GamemakerLanguage –
A collection of ADVANCED tutorials using the gamemaker language –
MASSIVE collection of tutorials on creating games using gamemaker – Mostly video tutorials

Gamemaker Sprites – Some sprites to use in your games

Gamemaker Games –
A bunch of sample games created in gamemaker