Hey, sorry I missed this. Actually NSF does have training funds http://www.nsf.gov/funding/pgm_summ.jsp?pims_id=6201 . Be sure to tell your friends about this as it has to be submitted within the first 2 years of grad school (whereas the NIH grant can be applied for at anytime). It is actually much more generous than the NIH grant(stipend and research $), and is quicker to apply for.

ALso, and I think this may apply to CS people, there are dissertation grants which give a small amount of cash (when I applied it was ~$15k) to improve a dissertation project. http://www.nsf.gov/funding/pgm_summ.jsp?pims_id=13453 NSF has some really nice programs out there. I've been funded by them on 2 different occasions and I really like what they support.