When just starting out with Blender, figuring your way around the UI is probably the most difficult step. One of the most difficult things to come to terms with is creating and closing windows. This is something that changed massively from Blender 2.4 to 2.5, so a lot of the documentation out there is simply out dated.
This video shows you how to arrange Blender exactly how you want it. Once you figure out the way things work, it is amazingly power, but it can be confusing at first. The video is of Blender 2.59 and is shot at 1080p for maximum clarity.
EDIT (8/25/2011): Click here for Vimeo video.