Short ISE FPGA Workflow Tutorial
I'll go for the "low hanging fruit" here.

I'm not going to type out an entire tutorial but I will link you to here:

http://micro-nova.com/mercury/examples/getting-started

The guide uses Xilinx's ISE development suite to show how to blink LEDs for a "Helloworld" application. This guide specifically applies to the Mercury FPGA board. If you have some other board, then it would be a simple matter of changing the environment and adding the circuitry for the LEDs. 

If you're getting started in FPGAs, I think this inexpensive board is pretty awesome.