Mode Analytics, a recently launched site for collaborative data science in the cloud, has published an excellent tutorial for learning SQL.
The tutorial is named SQL School .
This is one of the best SQL tutorials I have seen. Plus, it has the huge added advantage of not requiring you to setup your own database first (the data is already available). Setting up your own database can be a bit overwhelming when you are first learning. So, if you are looking to learn SQL, now is a great time to start.