The Basics
Looking at smoking or slow cooking when you are used to grilling hot dogs and burgers can be a little intimidating. It really doesn't need to be though. I've always liked Alton Brown because he tries to teach the view how to cook something or why they're using a particular technique versus simply giving a recipe to follow.
When we're talking about BBQ I usually wind up looking at things based on fat content. Lean meats like chicken breasts and steaks should be cooked hot and fast so they don't dry out. Small pieces might be cooked over direct heat the whole time, larger cuts might start out with indirect heat and just get seared over direct heat when they're nearing done. Fattier cuts of meat like brisket and pork butt are the traditional BBQ cuts. The long slow cook time with indirect heat will render out the fat and break down connective tissue. If you're trying to decide what to do with the piece of meat you have, thinking about its texture and fat content should help you decide how to cook it.
Just because its cooked doesn't mean that it is done. When we're talking about slow cooking at low temperatures it can be easy to get anxious and take something off the smoker too early and then be left stumped wondering why its tough. Learn to rely on the feeling of the meat. If your temperature probe, fork, knife, etc isn't sliding in and out like soft butter, then let it go a little longer. Plan ahead too, sometimes you'll be surprised by how long something takes to finish. You can always hold your meat in the cooler or reheat it easier than you can rush it along to feed starving guests or family.
BBQ isn't about sauce. Your BBQ should be delicious without sauce. If you decide to use a sauce, wait until the last 20-30 minutes to apply it or it'll burn.