Can anybody recommend good online courses for SQL and/or data controls? (I guess I should master the regular data controls before going on to Silverlight, right?)

You don't need to master it, just try to know how it works, then you can go to silver light. As you face problem in silver light come back and know more. :)

w3school is good place for SQL to start with.
For Data Controls this and this seems good to me.
Happy Learning :)

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