You want to start coding your own Magento extension and you are frustrated because Varien doesn’t provide a documentation? I also don’t have any documentation for you :-). But what helped me getting started are these Code-Snippets on snippi.net. The Website is run by Branko Ajzele. His blog is also a good ressource to get information about extension programming for Magento.
Good resources. I also noticed codelikeme.com as a good code snippets resource and I think the guys at themeforest.net are starting something similar as well…