For Parliament King or Glory is a set of free wargames rules available from the Yahoo Group of the same name.
The Mordheim In Montana blog has a nice series of articles on making a dice tower.
The Tabletop Terrain blog has an illustrated article on using commercial wood staining projects to finish a basic paint job on a Warhammer Orc. More generally known as The Dip, this method actually involves dipping the figure in the wood stain, or painting the stain on. The dark stain settles into the crevices of the figures, making it look like you spent a lot of time shading them. It generally doesn’t hold up to close scrutiny, but from a distance, in massed troops, looks good. For more, see the Miniature Wargaming Wiki entry on The Dip.
The Tabletop Terrain blog has an illustrated article on making a painting table / painting station.
Ironhands has a nice photo tutorial on building a trench system for your miniature wargames.