Stay away from NeHe, the tutorials are hopelessly outdated and contain a lot of "problematic" stuff, too.
For starting with 3.x, try those, they're both up-to-date:
Aurian (Joe Groff)
Arcsynthesis (Jason L. McKesson)
Update:
Re-reading my own post almost 2 years later, I guess that one might find that it sounds a bit harsh.
This is of course not the intent. The core message (which remains valid) that I wanted to give was that NeHe still deals with OpenGL 1.x/2.x and uses some unsupported "antique" libraries.
Generally, as such, this does not mean the tutorials are necessarily bad, but starting from there will mean starting two generations behind the current state-of-the-art, and one generation behind the minimum one should learn. Learning legacy OpenGL will, at a later time, require you to forget almost everything you know and re-learn from scratch.
That said, the NeHe front page now links to a tutorial focussed on OpenGL 3.3 by Damien Mabin, which looks quite nice at first sight (though I will not have time to thoroughly read through it before new year).
