Lettering by Hand
How to Draw Lettering by Shoo Rayner - Informative, with accent!
DD Tutorial: From Start to Finish by DailyDishonesty.com - Begins with hand lettering, takes it into Photoshop and applies color and drop shadow effect.
Ornate Lettering Process by Jeff Finley - Wowsers! If you're new to lettering, do not try this at home. You'll just want to file this one away to dream about, and work your way towards.