A few weeks ago there was a summit on Software and Algorithms for the Cell Processor. The material presented at the summit can be found at here. Several interesting slides set are available, however I would recommend Cell programmers to take a look at Cell BE Programming Gotchas. This presentation has a few things you always want to keep in mind when programming Cell. I would add a few things to that, and would probably make some logs to contribute some more gotchas.
Another presentation worth looking at, is Experience Programming Cell. This presentation shows some good hints on the kind of computation that Cell enjoys, and those that it does not. To many people this should not come to a surprise, but it is always good to set the stage for everyone. After looking at this presentation, then you might want to look at this presentation on the Roadrunner Supercomputer.