[Basics]
Partial derivatives intuition. You can't ask about the slope of the surface because there's an infinite number of tangent lines at any point on the surface, so you have to "pick a direction" which is exactly what partial derivatives do: http://www.khanacademy.org/video/partial-derivatives
The gradient descent intuition. The gradient (in 3d space) tells you the direction in (x,y) plane you should travel in order to get the maximum slope in the z dimension: http://www.khanacademy.org/video/gradient-1
Linear Regression intuition Find out, why the function is mean squared rather that just sum of residuals or something else http://www.youtube.com/watch?v=VeXdn7YMqvY
Linear Regression derivation Find out, how to derive the formula presented by professor Andrew Ng http://www.youtube.com/watch?v=hWUD57T3-Qg
Gradient descent discussions on Math.SE, a Q&A site for people studying math at any level & professionals in related fields: http://math.stackexchange.com/search?q=%22gradient+descent%22
[Advanced]