Play XNA Game Studio - Your world, your game.
XNA Game Studio really does give you all you need. Not only do they give you the tools to make the games that you want, but they also give you the training and tutorials to give you the skills to do it. I ran across one of their many game design challenges to see exactly how it happens, who can enter- and of course, where you can find out when one is coming near you. Take a peek here at the latest event in San Francisco, and then I hope to see you at the next one!