Now that Max for Live is part of the Live 9 Suite, more and more users will have it. If you're one of them and want to start programming with it, there are a few video tutorial series that are very helpful. The following series by Berkleemusic instructor Loudon Stearns explains the Max for Live API Basics by means of the "Quantize Mapper" Max for Live device.
Max for Live API Basics
Part 1 - Quantize Mapper Design
Part 2 - Live Object Model
Part 3 - Messages and Live.path
Part 4 - live.object
Part 5 - Message variables
Part 6 - live.text
Part 7 - live.observer
Part 8 - append and route
Part 9 - Live API devices review
This way for heaps more Max for Live devices & tips.