A really good and free online tutorial is here: http://www.idleworm.com/how/anm/02w/walk1.shtml
It shows how to make a walk cycle with just four keyframes.

The Animator's Survival Kit by Richard Williams is a popular instructional book with a lot of the material devoted to walk cycles. You can get it on amazon or any big book store.

The idleworm tutorial and the Williams' book are both 2d examples, but everything in there applies to any 3d program you're going to use.

If you do more searching you will find many, many books and training DVDs covering walks and other types of figure animation. Hope that helps.