I finished this book on the plane coming back from Tech Ed.  The book is pretty well laid out and if you download the source code for all the samples to read as you go along everything makes a lot of sense.  If I had never even looked into game programming before and this was the first book I'd read, the book would be highly motivating; it leaves one with the feeling of "Holy crap, I could actually do this."

If you've never done game programming before, I'd suggest going through the motions of doing the 2D games before getting into all the Managed D3D stuff.  2D games have all the same elements: game loops, render loops, collision detection, etc and you need to learn all those things before moving on to more complicated vectors.  Reading this book also gave an introduction to DirectInput, DirectSound, and DirectPlay: the developer story for making a DirectX game is really fantastic. While there is always a performance hit for working within managed code, as Tom Miller points out Managed DirectX is a very thin wrapper and in terms of pure graphics performance the managed apps get very similar framerates to the unmanaged apps.

I'm going to re-work my current Tank simulation with DirectInput and some sound before moving back to my neural net.