I'm really enjoying a book at the moment - Communicating the User Experience - which takes the reader through a series of techniques, working towards a user centred website or application. Best of all the resources from the book are freely available.
As well as giving you a grounding in a range of UX design techniques, the book also goes through how to develop documentation using Omnigraffle (for the Mac) and Powerpoint (for PC). All the templates are free to download from the CX Partners website.
UX resources to download from cxpartners.co.uk