Naty and I (mostly Naty!) collected the links for most courses and a few talks given at SIGGRAPH 2010; see our page here. Enjoy! If you have links to any other courses and talks, please do send them on to me or post them as a comment.
Personally, I particularly liked the “Practical Morphological Anti-Aliasing on the GPU” talk. It’s good to see the technique take around 3.5 ms on an NVIDIA 295 GTX, and the author’s site has a lot of information (including code).
The SIGGRAPH Course “Advances in Real-Time Rendering for 3D Graphics and Games” has been held since 2006 with a consistently high level of quality. However the hosting of the materials is scattered around a few different websites, and the older years suffer from broken links and other issues. We are happy to host the course’s new home on a subdomain of this site: http://advances.realtimerendering.com/. At the moment only the SIGGRAPH 2010 course materials are present, but previous years will go up shortly.