I have been a practicing Yogi for many years and have a library full of books, videos, tapes and CD's on Yoga, meditation, sprituality and the like.
This program by Jack Kornfield (available as a video as well as audio) is the best single place I can think of starting from if you want to begin a meditation practice..
Jack Kornfield is a perfect teacher of meditation, especially for Westerners because he approaches it in a non-sectarian way. He gets to the heart of the practice, uses clear explanations and stories to give the listener/viewer some sense of the depth of the practice. He leads the meditations in a way that gives enough guidance without becoming a distraction. He also has a very soothing voice which enhances the overall experience of the program.
The program starts with the most basic form of meditation on the breath, and leads through ever slightly more subtle forms of Vipassana Meditation.
Very Highly Recommended!
Some other related meditation programs I would highly recommend are: Plum Village Meditations w/ Thich Nhat Hanh and Sister Jina which are guided Meditations. I have been using this tape for about 7 years daily. I use it during the day prior to lunch to renew myself for the rest of the day.
Stephen Cope's "Yoga For Emotional Flow" which has 2 CD's, the 1st CD is about Yoga Philosophy and the 2nd has guided practices which I find very helpful in my life. Also check out his book "Yoga and The Quest for the True Self" which is contains the ideas of the 1st CD in an in depth manner, one of the best books I've ever read (and I'm re-reading it for the 3rd time).
Jack Kornfield has many other wonderful books and audio programs in the "Sounds True" catalogue which are wonderful, one is a more in depth series (6 tapes) on meditation called "The Inner Art Of Meditation".
Jon Kabot-Zinn is a wonderful teacher as well. See his "Meditation for Optimum Health w/ Andrew Weil, as well as Andrew Weils audio, "Breathing, the Master Key To Healing" which is very much related to meditation, these are guided breathing (pranayama) exercises plus an in depth explanation as to the benefits of breath work.