Ham Shogi is an online flash game that you can play Shogi against (ahem) a hamster. This is a great tool to learn each piece's movement.
Blue square means that area is protected by one of your pieces. Red area means the area is protected by one of your oppornents pieces. If you pick up one of your pieces, allowable moves are also highlighted.
By the way, If you look at the top of the page there is a game record of Ham-shogi against humans. As you can tell from this figure, if you can beat the hamster, you can boast that you are as good as average human players!