I posted this, but I didn't create it. I came across it while learning OpenGL and thought it was an interesting way to learn more about how pixel (fragment) shaders worked.
That said, I definitely agree that an interactive CUDA guide would be useful! And although my experience with graphics programming is limited to the past few weeks I've certainly experienced some of what you mentioned with regards to debugging. One of the most frustrating things starting out with OpenGL was how forgetting a specific function call would cause nothing to render at all with no hint as to what was going wrong.