My jQuery Mobile Video Course is available now from AppDev's LearnNowPlus. Here is the description directly from their site:
Course Description: jQuery Mobile is a framework for building mobile web applications. Unlike other frameworks it builds upon the web skills that you already have making it easier to learn and use. jQuery Mobile adheres to web standards which allows your site to be compatible with nearly every mobile device. In this course you will learn how to use jQuery Mobile to create your own mobile websites, how to give your site a unique appearance using the ThemeRoller, and we will show you debugging techniques to ensure that your site is deployed problem free.
If you want to get up and running with jQuery Mobile quickly, I don't think there is an easier way.