Hi Stewart, I have had the same problem. First, I read the getting started user manual, where I grasped how Flex worked. Since I had already worked with Openlaszlo before, it was easy to get used to it. The technologies are quite similar.
Well, I have tried to find examples as well, and found this site http://www.brightworks.com/technology/adobe_flex/code.html I studied the source code of those that interested me, and then I was implementing an application with it. I am in the middle of finishing a document management system that was implemented in Flex and Java. I think you should also have a look at Craingorm, which is a nice api that allows you to organize your code in a proper way. Well, hope that helps. All the best, Fidel.