A great tutorial by Justin Tadlock. You will learn how to integrate plugins in a clean way with your theme, in order to load pages faster and in a better way.

Gravy is the codename of a new WordPress framework, released today by Darren Hoyt. For $15, you get a well-structured framework, with some special features that other frameworks do not have: this WordPress framework is designed and delivered to help you code your theme from the .psd file already. Even slicing is made easier.
Make sure you have a look at this new project, in my opinion, the $15 are worth it!