Hey Tulmir, it's always good to see a new face.
There's a couple of great options in the area...
T Shirt Explosion in Springdale, they've got several tables and a good selection of supplies. Great fantasy support, leagues, tourneys, etc.
Website - http://www.tsegaming.com/
Last but not least is Warpig in Centerton. It's a cozy place, with mostly 40k and Warmachine/Hordes being played. They're also more of a gaming club than an outright hobby shop. But, there's a lot of great guys there regularly. And if I'm around you can certainly get in a game of fantasy as well. One caveat, the store is only open on Friday nights. But there's warmahordes leagues, etc. So, it's definitely fun.
Website - http://warpighobbyshop.com/ocart/index.php?route=information/information&information_id=4
There's also a new shop that just opened in Fayetteville called Gear. They do a bit of general gaming, etc. But have plans to start running Warhammer stuff in the near future.
https://www.facebook.com/Geargamestore?ref=ts&fref=ts
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I think you'll find the gamers at t shirt explosion and warpig are all helpful and friendly, as for Vallejo. I know Brian and Will both carry some. You can also find some Vallejo stuff at Hobby Lobby in Springdale (not at the Rogers location or some of the others unfortunately). Myself, I live in Gravette so I just order it from thewarstore.com which in the end is cheaper, but takes a few days (especially now that they're getting hammered by a hurricane).
As for tutorials and the like, I've heard good things about the DVD/Book thing from Games Workshop, but I can't say much on that. Everytime I have the cash for it, I buy more Chaos instead.