What is the best resource for learning the features and benefits of windbg? I want to be able to discuss investigate memory issues (handles, objects), performance issues, etc .
Check DumpAnalysis.org out.
Below, I've linked a video on how to use Windbg for ASP.NET applications. I have no idea why it's in another language for the title, but the video is in English.
Channel 9 - Windbg and ASP.NET
Check out Tess Ferrandez' blog. Very good advice and lots of details. There are excellent labs as well to help you practice your skills.
Good resources here too!
http://bartdesmet.net/blogs/bart
These are some I like:
Of course the SOS Debugging Extension reference is very good too!