I'm going to go against the grain slightly. Nehe's tutorials are okay, but I wouldn't rate them as especially good. Too much clutter, too much code versus explanation (we can get the code at the end of the article -- why include so much of it there, though he has improved it a little recently), and some of the explanation is wooly. Many of the comments for the code are totally inane and I don't think that his code is especially strong.

Still, at least there are a lot of tutorials.

I know that the above may annoy some people and for that I apologise, but it's how I see it. NeHe is a good reference, but not good tutorials. I personally rate gametutorials.com's style higher, since it's more honest (sod the HTML, just comment the code). It's what NeHe does but without the pretence and it also means that they can get onto damned interesting examples. I also prefer the structure versus NeHe, though again, it could be a bit stronger (I forget why - just a gut feeling).

Perhaps the OpenGL books would be a good start (the red and blue ones IIRC -- google for them to find 'em w/ for example "opengl red book", since I don't have a link handy). Sulaco also has some nice examples, as noted before. I remember seeing good, small examples sitting on Delphi3d's site: http://www.delphi3d.net/listfiles.php?category=2 ("ogldemos.zip", note that you need a file called "fgl.pas", I think -- check the forums there, since I posted its contents).

But yeah, take a look through NeHe. It'll teach you bad coding habits but you can unlearn them later.