Well, for Korgies, there's these on the Pa3X:
http://www.korgforums.com/forum/phpbb2/viewtopic.php?t=71633And a few years ago, a few guys from the Korg Forums produced a three-DVD set explaining the Pa1X in some depth (I think Spalding was involved on that one).
Everything you need to know is in the manuals, though I agree it's a bit of a slog to go from top to bottom on them. Half the questions you see on forums could probably be answered if people bothered to read through the manual, but most don't unfortunately.
Nothing wrong with the 'press the button and see' method, but a read through even the 'quick start' part of the manual will save at least a bit of frustration.
Oh, forgot to mention a video tutorial for the Pa800, also:
http://www.korgpa.com/en/support/tutorials.html