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Free Windows Phone Programming

Visual Studio Express 2013 products
You can download the various versions including for Windows Phone.

Windows Phone SDK tools
The Windows Phone Software Development Kit (SDK) includes all of the tools that you need to develop apps and games for Windows Phone. The Windows Phone SDK provides a stand-alone Visual Studio Express 2012 edition for Windows Phone or works as an add-in to other Visual Studio 2012 editions.

Windows Phone Dev Center
Microsoft official Development Center with downloads, videos and sample code.

Free ebook: Programming Windows Phone 7
24 chapters in pdf, epub or mobi form and sample source code.

Windows Phone Programming with C# (2011)
In addition to an introductory book (Yellow Book) on C# programming, there's also a Blue Book on more advanced topics like Windows Phone Programming with C#. All downloads are PDF format.

How to develop for Windows Phone 8 on your Mac
A guide to your options.