I hate them too. I am currently testing some web marketing techniques to help bring more traffic to Absolute Cross.
Books can be a good place to start.
You will want to learn as much as you can about both HTML and the graphic design program you will be using. I'd like to exchange links with Absolute Cross. Please see the Get-Linked page for more information. You can download the latest version here . Absolute Cross has developed a detailed tutorial to show you how you can add a favicon.ico to your site as well.