The most promising approaches for neural nets these days involve learning generative models using Restricted Boltzmann Machines (RBMs). Geoffrey Hinton at UToronto has some good seminal papers on these, like http://www.cs.toronto.edu/~hinton/absps/ncfast.pdf. See http://www.cs.toronto.edu/~hinton/ for excellent videos of digit generation / classification.
As a note, this approach outperforms all others (sans tweaks), whereas neural nets used to be beaten by SVMs and the like.