Try Paul Falstad's circuit sim, shows how some filters work, how signal passes through transistors, etc. and you can even try your own circuits in it. JKowalski's put a tutorial on here too!
Also, have a look at Beavis Audio, he's got some tutorials too:
http://www.beavisaudio.com/techpages/HIW/hiw1.gif (How the LPB-1 works)