Well...fxPHD is really the only thing I know of that takes a shot from nothing through to completion (Aside from maybe a couple of the Video Copilot series).

If you want to focus on some more 3D stuff, and don't mind learning Blender, then BlenderCookie (http://cgcookie.com/blender/) has a whole range of really great tutorials for all levels, and most of them will go through an entire build from start to finish (Not a full shot, but at least a completed element, and occasionally a bit of rendering and lighting). And most of them are free, the really really in depth ones are part of the membership, but it's not horribly expensive to join for a month or so and download all the videos and files.

But yeah, for non-blender stuff like what you're looking for, I'm at a loss.

Although, I can tell you what I did when I was first starting out. Make up a shot. Just let your imagination go wild. And then make it. I know it sounds ridiculous, but just force yourself to teach yourself everything you need to know to make that shot work, find the tutorials spend the time to figure out what all the knobs do, and just frickin do it (And it'll look like shit, don't get me wrong, but the amount you learn in trying to figure it all out yourself is astronomical.) And then do another one. Or do the same thing over again. Use everything you learned to make it look awesome, and then when you fail, do it again.

I would hazard against this for now. If you're JUST starting out it's really just a recipe for some rather unhappy people all round. Focus on just doing stuff for yourself until you have enough of a skill base built up to manage branching out. I mean it's the same theory as writing. You do a bunch of shit that is truly and absolutely horrible that never ever sees the light of day outside your desk, and then once you're past that you can start letting other people see your stuff. You don't just jump straight to writing your friends stuff.

Just my 2cents about jumping into that snake pit.