Mark Wilson has written a very useful article about installing Windows SharePoint Services 3.0 on Windows 7 (or Windows Vista). He brings together a number of useful resources coupled with his practical experience in performing the installation himself. The article is detailed and provided as a step-by-step guide. You can access the blog post here.
The website MSSharePointTips provides very useful information covering a wide range of topics on SharePoint development, deployment, and administration.