CUDA is an excellent framework to start with. It lets you write GPGPU kernels in C. The compiler will produce GPU microcode from your code and send everything that runs on the CPU to your regular compiler. It is NVIDIA only though and only works on 8-series cards or better. You can check out CUDA zone to see what can be done with it. There are some great demos in the CUDA SDK. The documentation that comes with the SDK is a pretty good starting point for actually writing code. It will walk you through writing a matrix multiplication kernel, which is a great place to begin.
