First and foremost, I would highly recomend ICBA's audit school to anyone new to audit. It is a 2 week program, but well worth the time and money.
I have looked at Sheshunoff's online audit programs and they are very nice and informative, but a bit expensive.
Within the last month, I have received a postcard from Financial Managers Society (FMS) advertising their Internal Audit Desk Reference. I can't vouch for the conntent, but the cost is only $325 for non-members. The FMS site is here:www.fmsinc.org/IADeskReference
I hope this information helps.