I'm a pretty experienced developer and have a good idea of how I will architect my game and perform all the mathematics. However, HLSL is by far what I would need the most help with. I feel that mastering shaders is the key to turn projects from plastic-looking toys that scream "amateur" to professional ones that will be taken seriously, especially outside the XNA community.
I've read a few books on HLSL, played with RenderMonkey and FX Composer, and created a few shaders. When I integrate them into my XNA app, however, everything falls apart! One line being off makes the difference between a soup of pixels and a perfect render. The lack of debugging tools (oh how I wish I could just put a breakpoint in my shader code and just watch what those matrixes are doing) make HLSL integration incredibly difficult.
A few simple examples that show one object and one shader effect such as glow, blur, distortions, or particles would make a world of difference and make it that much easier to use all the existing advanced samples found with RenderMonkey and FX Composer. I don't know about others, but I prefer samples that are straight and to the point. If they're packed with too much in the same project, readability and ease of understanding drop off substantially.