I've been thumbing through the oscillators found at
http://www.musicdsp.org/archive.php?classid=1

Now all of these show how to generate the actual wave form, but none show to shove that to your audio card for playback. Where can I get the skinny on coding that up?

I'm quite interested in testing my DSP coding skills.

This particular sub-forum is not read much by programmers. Try the DSP / Plugin Development sub-forum.

Some things you can try:
* write out the raw data, read that in to play with Adobe Audition
* write a proper WAV file with RIFF headers etc
* access the soundcard through Windows audio API
* look for some frameworks / third-party libs to help you write less code and still make progress in these particular problem areas

When I started I used Java for trying out different DSP algorithms. C# would probably be even better choice. It's quite simple to make a stand alone Java/C# app that plays audio, plots graphics and prints debug info etc... And in managed environment you get friendly error messages and stack traces when things go wrong.

A lot of people find VST.NET a good platform for experimentation (or when starting in VST development). It allows you to create managed .NET plugins that will run in unmanaged (normal) Hosts. VST.NET comes with some sample plugins that demonstrate common plugin functionality as well as with Visual Studio Project and Item templates (Audio and Midi Plugin). These project templates build into working 'skeleton' plugins.

Hope it helps.