The Abbey Workshop has posted an excellent tutorial on learning XQuery basics using the Saxon parser. Check it out at: http://www.abbeyworkshop.com/howto/xml/xql-saxon-basics/index.html.
I've tried to standardize on Saxon for all of my XSL parsing needs, as it has had the best performance and fewest problems of all the parsers I've tried. Michael Kay has done an excellent job adding support for the latest XML standards. I also use his book on a frequent basis - if you don't have his XSLT Programmer's Reference, you need it!
See also: XML