Sony has held a few VU programming competitions, including an amateur one which recently closed. If you want to know about VU demos, then you're in the right place to find out!
The tutorials will cover everything I learnt in creating my first VU demo, starting by dissecting the basic sample that comes with the harness, then modifying it beyond recognition :)
Use the links over on the left to get started. Along the way, you'll need the competition harness, VCL, the EE User's Manual, the GS User's Manual, and the VU User's Manual. Get them somewhere you'll be comfortable to reference them from, and begin! I'm afraid to admit I actually printed mine out... those poor trees!