These 2 videos are an excellent way to get started:

Part 1:
http://www.youtube.com/watch?v=lPyfxpXRr9Q

Part 2:
http://www.youtube.com/watch?v=wM67JQqfzKA

If you already understand how to modify command phrases for existing commands but want to learn how to build a command from scratch, start the 1st video around the 6-minute mark:
[youtube start=06:05]http://www.youtube.com/watch?v=lPyfxpXRr9Q[/youtube]

The example covers a lot of important concepts, and includes an introduction to using payloads.

... And don't forget about the wiki, people: http://voxcommando.com/mediawiki/index.php?title=Customizing_Commands

FULL INDEX OF VIDEO TUTORIALS: http://voxcommando.com/mediawiki/index.php?title=Video_Tutorials

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NEW USERS: According to our user testimonials, the fireside chat videos (listed in the index) are another good way to learn the basics of command building. Follow along and build the same commands yourself.