I'm using Wings3D myself and as the OP mentioned there are hardly any 3D tools that let you see results this quick just after starting.
http://www.wings3d.com/paulthepuzzles/aardvarks.html Those tutorials were quite helpful for me back then.
In terms of tutorials regarding the actual modelling process, I suppose most basic modeling tutorials should work to get a hang of how to utilize your shapes and finding a workflow that works for you.
I hardly need 3Dmodels myself, so my skills with it are pretty basic. Usually I use it to create some basic 3D models when I try to make something with a prerendered look.
Also, one major feature that seems to be missing in Wings in the ability to add textures to models
Actually Wings supports UV mapping, but you can't use textures smaller than 128x128 and they're always filtered.
As for Blender: I tried it several years ago, when everything was right click based. It confused the hell out of me,
but it suppose I should give it another try, as Wings lacks some functions that would make modelling a lot easier