NeHe is too old, it uses functionality that has been deprecated for ages. I found this to be a fine tutorial on modern OpenGL:
http://duriansoftware.com/joe/An-intro-to-modern-OpenGL.-Table-of-Contents.html

Part of this advice depends upon exactly how far you want to go with OpenGL. Generally, I recommend the OpenGL SuperBible, but it requires a considerable amount of commitment. In other words, you'll be doing a lot of reading before you put anything interesting onto the screen. Still, you'd have a solid foundation and go forward learning OpenGL the best way possible.

Otherwise, yeah, there are various online tutorials that will get you rolling a lot sooner. You'll just skip many of the exciting details. :P

The ideal path would be to take a class. That's what I did (and that class used the SuperBible as its textbook).

I just recently hopped on the OpenGL train after a year or so of XNA programming, and used the two resources already mentioned. First, I went through that online tutorial (or starter's guide, really), and it gave me some idea of how OpenGL works. From there, I bought the OpenGL SuperBible (5th edition) and haven't looked back since. The book, I think, gives a beginner just enough information early on to let you experiment a little bit. There's no huge info dump early on that'll leave a considerable amount of people wondering what's going on. Even the math section is compact and gets right to the point, if you're a mathophobic.

So yeah, I can definitely vouch for both resources already mentioned.

I can also vouch for the SuperBible. I'm doing a game development course at university and it's the only text book we use. It's a large book but a large chunk of it is reference and using OpenGL on other platforms, which you will probably not need at the moment.