I was really interested in getting into performing exploits to install my own code on devices, instead of waiting for others. I figure its a great way for me to learn about security on devices like phones. Sadly there is nothing online about this. I hear about it, but no tutorials. Any advice on where to go to learn this?
Finding exploits which allow you to run your own code on platforms like these is very difficult. You would need to be fluent in the native language of the platform, almost certainly in addition to being fluent in assembly for whatever architecture it was running on. Failing that, you'd need a very good understanding of the hardware by reverse engineering what you had, as well as the right kit yourself to perhaps modify the code on FPGA's or flash chips to load your own stuff.
The software route typically involves getting a dump of the systems firmware and looking for buffer overflow exploits. These allow you to load your own code into memory and have an otherwise inert program execute it for you.
The hardware route usually involves extracting chips and reprogramming them or taking advantage of some kind of design 'flaw' which allows you to trick the existing software on the platform to doing something you want that it wouldn't otherwise do. A good example of this is geohot's original PS3 exploit, where he used a switch to stop the kernel's memory deallocation messages getting through, allowing him access to kernel pages he could read and write to and execute with ring 0 priveleges!