I have CBIR students using both MS flight sim and X-plane.
Both are good.
X-plane seams to have more realistic flight characteristics especially in stalls, but in plain IFR flying you will never feel the difference.
Personally I would not waste my money on training software other than fligh sim's, But thats just my humble opinion :-)
There are a lot of free places that does a good job explaining VOR/NDB/RMI etc.
Luiz is a good place to start
luizmonteiro - Aviation Calculations Home
Also Tim's air navigation trainer (google it..) is fantastic.. Really crappy graphics but it does the job..
For explanation on how to actually fly, try the FAA web site. They have published an Instrument Flying handbook that is fantastic.