Sebastian König has created a videtutorial for CGCookie about using curves in Blender, “Working with Curves in Blender”. It’s a good overview of using curves and I learned from it!
Or, check out Working with Curves in Blender on Vimeo.
From the CGCookie page:
Blender’s Curve-Tools are quite a powerful and convenient way to model all kind of things. Tubes, Lathe-Objects, Logos, Tentacles and many more are totally easy and fast to create by using curves. This tutorial shows you how to use the different types of curves, control-points and handles and how to use them. You will learn how to trace a logo and to give it some depth, and how to create lathe-objects within Blender and add some variations to them by using the lattice- and the cast-modifier.
