http://wiki.developerforce.com/page/An_Introduction_to_Apex_Code_Test_Methods

http://wiki.developerforce.com/page/How_to_Write_Good_Unit_Tests

http://www.salesforce.com/us/developer/docs/apexcode/Content/apex_testing_unit_tests.htm

Testing Controllers and extensions:

http://www.salesforce.com/us/developer/docs/pages/Content/pages_controller_error_handling.htm

Running Unit Test Methods:

http://www.salesforce.com/us/developer/docs/apexcode/Content/apex_testing_unit_tests_running.htm