I am quite new to TS, purchased it a few months ago and now I am starting to use it. I'd recommend a book I am currently reading. It is quite useful to get organized how to start programming EL. It is 'How to build winning systems with tradestation' , written by John Jill and George Pruitt of Futurestruth. They do not show you the holy grail-system but it is quite useful for me to learn how to benefit from being properly organized formula writing with EL.
Illia, the book is written for TS 2000i and Ts 6 and it contains a cd-rom with all the code that is shown in the book. By the way: a good place to buy this book would be at www.traderslibrary.com . It's cheaper than amazon.de or amazon.com - even if you are from Switzerland as I am.