the HUD is basicaly a series of planes drawn in front of the camera, each useing either alpha masking, or the old method that makes a certain color in the pallet transparent…
Your best bet, if you are a programer, is to download an open source game engine and Disect it yourself, and become active in the open source development… this is a cool way to be able to rub elbows with experianced game makers, who may be able to awnser all your codeing questions… …
I have made HUD’s and tile sets before, for both 2d and 3d game engines… you shopuld have either photoshop, paintshop pro, Corel draw, or my favorite GIMP for the alpha masking … I would also suggest getting a copy of texturemaster for makeing your seamless game tiles… Zbrush also makes it easy to paint sealess tiles…
Here are a few open source games to play with…
OGRE- realy nice open source rendering engine
Crystal space- one of the oldest open source game engines, but still alive…
Blender- yes thats right , it has a built in game engine and physics engine…
untill you are sure you want to make a game, stay away from Pay game engines , Like 3d game studio,torque and Dark Basic…you may get involved and then decide it is not your thing, use open source or a game you already own before buying a game engine licence… the comunitys for the pay game engines are usualy quite Snobbish, and play teh “We got top secret company info, and cany help anyone in the comunity” attatude…
where in open source, or a Free MOD, the comunity is realy rooting you on! cheering all your acomplishments… in pay game engine sites, the community is also your compitition, and not usualy very supportive …
there are also MOD teams you can join for existing game engines like DOOM3 and Unreal tournament… this will also open your eyes to how things are done in a top of the line game engine… I suggest UNREAL 2004, there are alot of video tutorials, and a HUGE comunity to help you in a pinch… also from what I understand unreal scripting is basicaly bastardized C script, programers seem to feel right at home in unreal enviornment…
later after you see how the big boys do things, you can start off making your game engine on the right foot 
well that is my 2 cents worth, hope this helps you out, stuff you learn in 3d shooter games are also useful in RTS MPORG Etc… they do HUDS and stuff the same way alot of the times…