Tame the BeaST (Nicolas Markey) is a pdf document with lots of BibTEX info, including the ins and outs of .bst files
If you don't want to delve into the mysterious world of bibliographic style files but would like to customise a bibliography (for a journal without it's own .bst) you could try custom-bib. All you have to do is type 'latex makebst.tex' and you will be asked a series of questions from which a custom.bst file is generated. It seemed to work pretty well.
Here is a .bst file I made for the journal First Break. It isn't quite finished as I haven't checked for all the reference types, but is works for article, incollection, inproceedings at least.
These links and more can be found at the Cambridge University Department of Engineering Bibliographies with LaTeX pages.
Here is a general 'getting you started' Bibtex
site from Harvard University.
After running latex and bibtex the prescribed number of times on your document for the references to sort themselves out type:
dvips -Ppdf -G0 MyDocument.dvi
ps2pdf -sPAPERSIZE=a4 MyDocument.ps
all quite simple really.
Nowadays I am tending to reject Computer Modern Roman fonts (The LaTeX default). I guess I have just got a bit bored with them after writing my thesis in them. So now, in my LaTeX documents I put \usepackage{pslatex} in the preamble. This gives Times New Roman text and maths, and Helvetica for sans serif fonts. Perfect.