There is no better way of learning then to learn by yourself.
There are many types of Injection some specific to some technologies and others generic.Visit the OWASP site; there you would find good material on different kinds of injection. if you still have doubt then do post your question over here and we all would be more than happy to help you.
I agree with supratim, the OWASP site is a great resource. They have good documentation AND tools for testing and learning to test. I would recommend you check out the OWASP Testing Guide for an example of a good web app security testing framework. Also check out the WebGoat which is a insecure web app you can install on your own server and use to learn about security vulnerabilities and how to exploit them.