Outline of Cryptography
Never hurts to start with information from Wikipedia.
More Cryptology information.
The National Puzzler's League
Puzzle guides and solving Tools. These people even have an annual convention.
Cyphers, Cryptos and Codes; oh my. Links to a variety of different puzzle solving tools.
Practice Makes Perfect
Now that you understand the basics, you should be ready to put your skills to the test. This great series of caches actually helps you improve your puzzle-solving skills as you work your way through the set.
Good luck, and Cache On!