Stefan Surmabojov of AE tuts+ has done a series of tutorials on recreating the Iron Man Holographic Interface as seen in Avengers using only Adobe After Effects. It's an amazingly detailed project and definitely something worth checking out! See the promo for one of the pieces below:
The first part is creating the "Battle Widget" (above) in a 5-part set that covers creating the individual elements, placing them in 3D space and animating the pieces.
The second part is creating the "Radar Widget" here.
There's only been one other real tutorial on creating HUD elements, which is by Video Copilot. The VCP tutorial is EVERYWHERE and I'd only recommend that you use it to learn some new techniques, don't just use it directly. Everyone's seen it tons of times before!
Anyway, the Video Copilot tutorial is here.