The pen tool in Photoshop and Illustrator is a fantastic way to draw, but it has a steep learning curve. The Bézier Game is an interactive tutorial that teaches you how to use it.
The pen tool isn't limited to Adobe's software by any means (the tutorial is actually made by Method Draw), but it's probably the place most of us use it. The tutorial guides you through how to properly use the pen tool to draw a variety of shapes and teaches you keyboard shortcuts along the way. Even if you fancy yourself an expert designer, it's worth running through the tutorial to test your knowledge.