A good overall explanation of different techniques and fibers from
Something specifically concerning lace from Eunny Jang's blog:
Lots of great info (especially about why) from TECHknitter:
Considering I have really only blocked one thing once (which involved
soaking a hat and letting it sit on Greg's head), I can't offer any
firsthand advice so hopefully these links will help.
I will be blocking a sweater coming up real soon and will probably photograph the process.