There are few things on the web as annoying as having to fill out complex web forms. Luke Wroblewski has an excellent article up on how to design and structure complex web forms for optimal user guidance, making everyone’s lives a little easier. The article is expanded by another one.
And while we’re at it, I must recommend Defensive Design by the usability gurus of 37signals. There’s lots of insight here into creating websites with bullet proof user guidance and I’ve learned a lot reading it. Worth every penny.