The resources in this post accompany a brief presentation, slides here: http://techblog.troyweb.com/wp-content/uploads/2013/04/Less.pdf This will be growing over time as I add to it.
How To Compile Less
In addition to using CodePen.io, there are various client side tools to compile your LESS for use in projects.
CodeKit ($25) - Please, just do it. If you're on the Mac, this app is for so much more than LESS.
Live Reload ($10) My understanding it is quite similar to Codekit but not as full featured
LESS.app (FREE!) By the same guy who does Codekit. LESS.app evolved into Codekit.
Simpless (FREE!) Simple tool for compiling, also allows minification.
Simpless (FREE!) Simple tool for compiling, also allows minification. I used this when I was a Windows user.
WinLESS (FREE!) I've also used this. Doesn't offer simplicity of other tools, but has more robust error reporting.
WHERE TO LEARN MORE
LESS official site This should be your first stop for anything LESS-related.
Twitter Bootstrap's LESS implementation Not exactly a step-by-step tutorial, but when in doubt, reference this masterpiece of LESS.
LESS book on Amazon Pretty lame, honestly.
Lynda.com LESS/SASS Course Only sort of lame.
CSS Color Names Cornflowerblue, anyone?