I can see this is sort of tongue-in-cheek, but I really have to agree. I find there's just no better way to do it.

That said, for slightly esoteric techniques like Suckerfish menus, http://htmldog.com/ helps a lot.

1 for Firebug.

I learned by going to the most complex sites I could find and turning things off. Then I changed things, and finally added.

Once you've done that you're too far on your way to need further advice.