Over the last few years my team has been delivering more and more webcasts about the APIs to our various products. I'd strongly recommend checking the schedule on http://www.autodesk.com/apitraining from time to time, to see what's there. These webcasts are free to everyone, not just ADN members (although the ADN site does reference the various recorded presentations).
Right now we're in the process of delivering a series of webcasts covering advanced AutoCAD programming topics, with information relevant to those programming with either ObjectARX or .NET. The first was delivered a few weeks ago, and covered "Storing Custom Data in a Drawing". If you're interested in the topic, here's a recording of the session for you to view.
The next session, a "Custom Objects Masterclass", is scheduled for Thursday July 12. If you're reading this post in time and would like to attend, go here to register. Otherwise I'll let you know where to get the recording, once it's posted.
The penultimate session in the series covers "Creating an Installer" - this is already in the schedule, so feel free to sign up for this one well in advance. :-)