, so you guys recommend starting on aperture priority?? Why is this may I ask.
Basically, aperture, shutter speed and ISO all affect the exposure of your photos.
ISO is the sensitivity of the sensor. The higher the ISO, the more sensitive the sensor; so the less light you need, but the more "noise" / interference you get on the final shot.
Aperture is how wide open the lens is. For complicated reasons, the lower the aperture number, the wider open (sometimes referred to as "faster") the lens. Shutter is the length of time you expose the shot for. Assuming a fixed ISO for simplicity, the wider the aperture the faster the shutter for a given shot.
Imagine filling a bucket from a hose; to fill the bucket, if you have a narrower hose (aperture) you have to run the tap for longer (shutter speed) to fill the bucket, and vice versa. And, if you have a smaller bucket (higher ISO), you need less water (light) to fill it.
So why wouldn't you just shoot wide open all the time? Because aperture directly affects 'depth of field' - how much of the shot is in focus. The lovely portrait shots you see with the face pin sharp and the background all blurry, that's with a wide open aperture. Too wide however, and you'll have someone's eyes in focus and their ears blurred(*). As an aside, a longer zoom lens will also give you a shallower DoF.
In Av and Tv mode, you directly control the Aperture or Shutter respectively, and the camera automatically adjusts everything else around it to try and get a decent exposure (this was the bit I didn't get and was the 'eureka' moment for me when I got my 450D). Which you use depends which you need control of.
For sport shots say, you may need a short exposure to freeze action, or a longer exposure to add motion blur (shooting streaky waterfalls perhaps). In this case you'd shoot in Tv mode to get the effect you're looking for. For day to day walking around in good light conditions though, you'll generally want to control depth of field and speed will be less important. For this reason, Av is the default position for many people, but it does depend wholly what you're shooting.
Read the Canon FAQ link above - it covers all this in better detail and accuracy than I could hope to explain.
(* - bad example, humour me)