The basic link for Linux on Alphas is undoubtebly AlphaLinux.org, but one should not forget AlphaPowered nor the Alpha-HOWTO(.ps.gz), the MILO-HOWTO(.ps.gz) and the SRM-HOWTO(.ps.gz).
The only Alpha around to play with is a
There are currently 6 distributions having a regular distribution for Alphas: Debian, Mandrake, Red Hat, Stampede, Suse, TurboLinux. Needless to say that one can download them from a great many mirrors.
Various discussions out in the web point out that gcc is fairly lousy in optimizing code for the Alpha processors and that Digital/Compaq offers a C compiler which is optimized. Ah, you can download it here! Note, It seems that these compilers etc. are inlcuded in the newest RedHat and SUSE, both starting version 7.0, distributions.
The next thing for incrementing speed is to download some patches for the kernel. I saw this first on AlphaLinux.org and I remember that there was a link to API, but I have been unable to locate them... Mainly because the AlphaLinux is having some problems lately.
Compaq also has some information, like installation guides and programs, for AXP. Apart from the above mentioned C/C++ compilers you should check out the JumpStart CD and the AlphaTools.
Another nice thing is that you can take a Test Drive and see how Linux behaves on an Alpha.