If you're new to tantra, you may have a hard time finding quality resources for helping you get started. Much of the information out there is directed toward a “neo-tantra” audience that focuses exclusively on sex. In Hindu and Buddhist lineages, it is traditionally considered a secret practice (although some gurus and lamas have rightfully complained that Americans have a hard time keeping secrets). Here are a few excellent resources that provide a basic introduction to the theory and practice of tantra.
In this two-part talk given in 1980, Lama Yeshe, the late guru of Lama Zopa Rinpoche, provides a lengthy introduction to the tantric tradition in Tibetan Buddhism.
Tantra: The Path of Ecstasy
by Georg Feuerstein
Perhaps the best book available in English on tantra from a Hindu perspective.
This is perhaps the best tantrik resource online – though, for those new to the subject, it can appear an impenetrable mass of foreign words and ideas. The introduction on the front page, and the “How to Use This Site” article are great places to get a feel for what's on the site and where you can jump in.
Vigyan Bhairav Tantra / The Book of Secrets
Osho was an unconventional and controversial guru, but if he touches your heart, his words can still produce miracles. This is a special book, composed of talks given in 1972-1973 on a tantrik manuscript called Vigyan Bhairav Tantra. You can download the text or listen to the audio recordings for free online, but it's worth spending the money to invest in a hard copy of the book, which weighs in at about 2000 pages and will be a resource you may want to return to again and again for inspiration and guidance.