Grigor 17 Light Poster
if event.type == QUIT:
	exit()

elif event.type == KEYDOWN:
	if event.key == K_ESCAPE:
		exit()

List of pygame keys

Grigor 17 Light Poster

http://www.mindview.net/Books/TICPP/ThinkingInCPP2e.html

Direct link to Volume 1

Direct link to Volume 2

These books should be perfect for you. Volume 1 may cover some topics you already know, but it also covers namespaces, templates, and polymorphism. Volume 2 teaches you the Standard C++ Library and the Standard Template Library.

Reference to the C++ Standard headers - http://www.cplusplus.com/reference/

Grigor 17 Light Poster

You should also look at AllegroGL. It allows you to use all the useful features of Allegro (SDL and Allegro are alike) and OpenGL together. I use it because I already know Allegro.

(Hopefully this doesn't start an Allegro vs. SDL war)