When you are working with LaTeX, it is almost certain that you will eventually want to do something that you don’t know how to do. What do you do in this situation? I want to offer a few quick resources that are available for LaTeX troubleshooting. To the right of this post, in the links section, there are links to a few relevant LaTeX resources, like LaTeX for philosophers and so on, so I won’t mention them.
Since this post first appeared, I have edited it to include information in the comments, and various other things I discovered.
The first thing to do if you find you can’t do something is just google it. This might seem pretty obvious advice, but it works fairly often for simple stuff. For example, if you had a problem with getting captions and labels to work properly in your figure environment, you might google “LaTeX figure environment”. The first hit is for the excellent, if basic LaTeX wikibook. This tells you, for example, that the label has to come after the caption for it to reference the figure, rather than the section it sits in. (Shameless plug: another one of the hits for “LaTeX figure environment is my own on-again-off-again blog, carping on about the same point.)
The LaTeX wikibook is good, but it is pretty limited in its scope and depth. The next place you might want to look is the (Not So) Short Introduction to LaTeX[PDF]. This is a good introduction to LaTeX and full of lots of useful information, examples and so on.
If it’s some particular package that is giving you difficulty, consult the documentation for the package by searching for it on CTAN. A lot of packages have remarkably good (and beautifully typeset) documention. For example, the memoir document style has overwhelmingly complete documentation. Kevin Klement pointed out that putting for example “texdoc memoir” in to your favourite terminal/command line will open up the documentation on memoir. texdoc works for most LaTeX packages. (If you don’t like the pdf viewer texdoc uses, you can change it. See this.)
Alas, not all packages are so well documented and sometimes you need to resort to other measures. If you have a specific question and none of the above resources have helped, I highly recommend asking the question on StackOverflow (if it is sort of programming related) or on SuperUser if it is a little more general. The distinction between the two is a little vague, but they’re quick to move your question over if it’s in the “wrong” one. Since writing this post originally, the TeX and friends Stack Exchange site has gone into public beta. While you can still ask questions on SO or SU above, this new site is probably the best place to ask your questions.
Another place where you might ask your LaTeX related questions is The LaTeX community forum.
Another new option that Charlie just pointed out to me is our very own PhilTeX forum which should become a more non-programmer friendly place to ask LaTeX related questions. This is a new forum so please do visit it and feel free to ask any questions you might have about anything LaTeX related.
So that’s a brief summary of resources I make use of to solve my LaTeX conundrums. Any additions in the comments would be greatly appreciated!

Oops. Not sure Charlie meant to “go public” with the PhilTeX forums yet, but had planned to announce them later this week. But I suppose a jumpstart won’t hurt.
I definitely second the recommendations to the (Not So) Short Introduction (“lshort” as CTAN calls it), and the WikiBook.
Other great places to get help are the LaTeX Community forums and the comp.tex.tex USENET group.
Seamus, Thanks for a great post. Comprehensive documentation is so valuable, but it is difficult to know where to look some times. I found the Not So Short Introduction incredibly helpful when I was getting started with LaTeX, and now I tend to solve most problems by a combo of reading the official package documentation and a google search. So I recommend all your methods!
Re: the forum: I’m glad you included the link here (Kevin, I actually suggested he include it). It’ll be good for our regular readers to try the site out before I send an email to various listserves. Maybe I’ll even write a little post here about it before I send an email to everyone…
Thanks again for the post, Seamus. I’m very glad to have you joining us here!
Maybe it’s also worth mentioning, as I did in a forum post, that most LaTeX distributions provide a command-line program texdoc that will launch documentation related to a certain keyword, e.g.:
texdoc memoir
will open the memoir class manual in your default LaTeX editor. It works for most package names and sometimes other keywords.
Some editors, like Kile, also come with a documentation browser and/or the ability to call texdoc directly. I haven’t paid enough attention to which ones have this feature and which ones don’t.
I’ll edit this post in a few days to incorporate texdoc and another resource I found ( http://www.latex-community.org/forum/ ). There is a new LaTeX only version of the StackOverflow site that will be in public beta in a few days. When I can link to that, I will update the post…
It looks like StackOverflow forked itself into a separate LaTeX forum
http://tex.stackexchange.com/
Might be worth checking out too.
Post updated to include the TeX and friends StackExchange public beta and various other things mentioned in comments etc.