I'd like to learn how to write application for Mac OS X.
Like how to use XCode properly, Cocoa syntaxes and examples, etc.
I'm already a web developer using ruby, php, mysql, rails, etc.
I looked through google quite some times but never found something palpable to learn from.
But I really want to make my own application, for fun and maybe business later.
Thanks a whole bunch for your tips!
Aaron Hillegass's book "Cocoa Programming for Mac OS X" is certainly up there. It would also be well worth your time to learn the C language well.
The first thing I would start with is Automator. In fact, it's what I did start with. Solve a couple of easy problems with it, like renaming iTunes songs or photo manipulation. In the process, you'll probably think of an action you want that's not included. You can write it yourself using AppleScript.
Now you've got the basics of two desktop programming systems for MacOS in about a day. It might seem silly to learn these two super-basic systems, but in the process you'll learn the flow of desktop development and get a couple of "quick wins" in before you move on to XCode. You'll begin to think of your Mac as more than just a web client.
If I were you, I'd check out RubyCocoa next. It's a language you're already familiar with, so you'll be able to score another couple of wins here, too.
When you're ready to take on Objective-C, Cocoa Is My Girlfriend is a great introductory resource.