I always emphasize on how important and helpful regular expression is as you can construct powerful pattern matching using them. Anyway I have found this good learning tool for people who would like to learn about regex, it is called VisualRegexp where you can find here -
I install it via gentoo portage, the GUI interface is pretty simple and straight forward, what you need to do is just type in the keyword you want to match in the lower input pane, then construct the regex pattern matching in the upper input pane, then click on go button and you will see the part that is matching will turn red color, this can help you to understand how regex works and also create more accurate regex pattern.
Once you have mastered regular expression, you will be more handy in using some of the shell tools such as egrep, sed, awk and more proficient when you need to write signatures for analysis tools such as ngrep, snort, bro-ids and so forth.
If you want to learn more about it, check out this very simple tutorial and I guess you will love it -