Below are the plethora of links to learn Workflows and its integration with SharePoint using InfoPath forms and or ASPX pages. You will find here some nice resources for State Machine Workflows in particular.
http://channel9.msdn.com/Showpost.aspx?postid=122931 - this is a quick 9 min video: I recommend this to be your 1st step towards learning state machine workflows. For a detailed video of the same example check out the MS webcast by Pravin Indurkar. The Order Processing Application code is available for download in the below Microsoft Workflow Samples link.
http://msdn2.microsoft.com/en-us/library/ms741723%28VS.85%29.aspx - Windows Workflow Foundation Samples
http://kcdholdings.com/blog/?p=68 - links/recommended books
The below 4-part series is a good and The Best example or sample available related to Workflows and SharePoint:
Windows Workflow Foundation - Excellent Use Case: http://www.microsoft.com/belux/msdn/nl/community/columns/kurtclaeys/wf.mspx