I had zero experience with VBA prior to March 2011. I stumbled across this website accidentally and began to post questions pertaining to projects I was assigned at work.
I'm a very visual learner so for me, seeing something and then having a quick explanation to why, is enough for me to grasp the concept. This website along with google/wikipedia have been incredible in teaching me coding concepts and strategies.
I have learned something everyday for the last 3 months from this website just by reading another person's problem (and if I am unable to help) check back to see how the excel experts tackle the problem--from there, if I don't understand why something works I ask.
This strategy along with messing around with the macro recorder have been my substitute for classes and instructional books.
There are numerous tutorials on youtube and various websites as well.
For me though, I like to take the trial and error approach and then ask "why is this erroneous".