For developers getting into the world of SharePoint development, it can be daunting at first. I've always felt the best way to get around this was to simplify the product; make SharePoint easier to understand and not this big blue monster.
A big piece of this is understanding how the file system works in SharePoint sites. Armed with this knowledge, it makes it much easier to understand errors and issues you may run into with your custom components. To this effect, I have recently had an article published on MSDN that explains the concept of customized and uncustomized files which also covers the virtualized SharePoint file system:
You'll quickly see that working with ASPX files in SharePoint sites is not really all that different than vanilla ASP.NET sites. Yes, there are a few extra steps, but this also implies you are not limited in many of the things you are used to doing in traditional ASP.NET sites such as leveraging code-behind files for ASPX and Master Pages. For info on this, I have an MSDN Visual How To that demonstrates this process as well: