When comparing MSDN XNA Walkthrough vs Stencylpedia, the Slant community recommends Stencylpedia for most people. In the question“What are the best game programming tutorials for beginners?” Stencylpedia is ranked 4th while MSDN XNA Walkthrough is ranked 6th. The most important reason people chose Stencylpedia is:
Stencyl's visual scripting system is directly based on MIT Scratch, designed for accessibility and ease of learning.
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Pros
Pro Starts at the very beginning
Takes through the whole process of creating a game from scratch using XNA.
Pro Covers multiple XNA versions
Tutorial available for XNA 4.0 as well as 3.1.
Pro Based on the MIT Scratch teaching system
Stencyl's visual scripting system is directly based on MIT Scratch, designed for accessibility and ease of learning.
Cons
Con Text-based coding gets minimal coverage
Visually-constructed code is translated to the Haxe language and can be inspected as text. Direct Haxe code entry is also supported, but other than a single appendix on the "Code Mode" this is not covered in the Stencylpedia tutorial.