Ruby on Rails. Hard to say if it's the "most fun", but it allows you to dive in and start coding quite quickly. Far nicer to use than PHP, which I did in college and hated it.

Books:

http://stackoverflow.com/questions/194812/list-of-freely-ava... - this is from another recent HN thread, scroll down to the section for Ruby. Why's Poignant Guide to Ruby is very wacky but worth the read.

Screencasts:

http://railscasts.com/

Also a good article on Lifehacker that will help you:

http://www.lifehacker.com.au/2009/11/programmer-101-teach-yo...