Here's some of the sites I found for a post I did on my blog about Keyboarding Skills. Some of these go from beginner to advanced. The most important thing is to get a lot of practice. That's the best way to improve your skill.
Peter’s On-line Typing Course - this is the best one, in my opinion. The text is a bit pedantic, but then, so am I. Overall, though, this seems to be a very complete keyboarding tutorial.
Keyboarding Practice - a number of typing drills for practice
Typing Tutorial - this site has a good general tutorial as well as games and tests to help you reach your goal.
Keyboard Lessons - 10 lessons for keyboarding. Gives good feedback, but the interface is a bit annoying.