Every version of MS-Windows is shipped with a free assembly language debugger. It's located in the c:\windows directory (or wherever you installed the operating system), and named debug.exe ... is a brief tutorial how to use it.
There's a graphical programming language called MicroCGL that generates assembly code. It currently only works for the PIC 18F452 and is still under development but there are some examples with assembly code under "Tutorials" at www.microcgl.com.
I found some really good tutorials in the form of some old text files that an Australian by the name of Adam Hyde (see my signature) wrote back in 1995 and 1996. I picked those up in 2010 I think... can't seem to be able to find them...
I am currently watching this video series, and have so far been a fan: https://www.youtube.com/watch?v=1p6LfUkWPKI&list=PL4C2714CB525C3CD7 It contains a total of 70 videos, the narrator is very easy to understand, and has so far done a great job of making assembly easy to understand. However, I am still on the warmup videos, but I am assuming that like those videos, he will do a great job of clearly explaining his points. This series is directed towards beginners, and if your like me it is much easier to learn by doing, then reading.