EDIT: (Wed 11/01). Walkthrough guide is done, still to be done is the patches section, as well as the "concepts" section (as requested by GoneWacko, this will be a section that shows the different techniques I use, without being game or location specific).
I'll also be contacting some people for a post by themselves to add to the guide, where they mention any hints and tips they have, chat about anything really.
After that, I'll open the floor, and start the FAQ, which will be continually consolidated, so that we can have a reference post, without people having to troll through endless amounts of posts to answer their question.
Don't worry, all of this text will be removed when the thread is finally opened to everyone. When all this ugly purple is gone, it means you can feel free to throw your junction/network questions out there, for myself and any other TTD player to answer. I'd like to get a good refernce thread going, and there is no question too silly

Introduction
Some people have trouble moving from the basics of railway building, to getting a network. I'm not going to show you how to make a network like RobC has (thats insane), and my network isn't the best/most efficient/best money spinner network.
The point here is to show you how to expand your lines to make bigger lines and networks. With a bit of practice, you'll be doing things for yourself, trying new things out, and optimising.
My number one tip for network building is to always try something new. Don't follow a template, as that gets messy if it can't adapt to the surroundings. If you're worried about mucking up a game, save the game before trying it, and if it doesn't work, go back to your backup. Even if it works initially, keep the backup and see how it works out. If your network jams irreverably, go back and try again.
Now, the easiest way to do this is to talk you though a game I'm playing right now, using it as an example. I was going to make this like a text book, but thats impossible, as it wouldn't conform to everyones playing style, level of realism, or even vehicle sets.
For this game, I am using the following Difficulty Settings:

Okay, lets look at the settings I have chosen, and why:
- Competitors - 0. I don't find the competitors to be too realistic, and they create more of a mess to the terrain than they do actually make the game harder. I would prefer to see my trains speeding through a dense forest, rather than a bunch of dirt surrounded by looping tracks and 90 degree turns.
Number of Towns - Normal. I normally set this to low, but in those games I also transport some freight. As this game is passengers only, I wanted enough towns to make a proper network, without getting too crazy. For more of a network challenge, try "High", or for more of a hard game, try "Low".
Number of Industries - None. I suggested this feature, because it can really make the early game interesting. It's too easy to say "Oh, passengers only", and then swoop on an easy coal mine. This way, the industries that pop up are random, and you can be waiting until 1950 to get some that look connectable. Again, makes the game more interesting.
Max. Loan - $200,000. I guess I'm a sucker for punishment, but in a game like this, getting deep in debt (easy to do if you're not careful), so having a small loan makes the game more challenging.
Vehicle Running Costs - Low. I usually start it off low, so as to get a foothold in the game, then turn it up as the years go by.
Breakdowns - None. Lets be honest, breakdowns in TTD are miles away from realism. I've been catching buses for 6 years now, and only had 4 breakdowns in that time, and none of them have been like in TTD. However, if you're up for a challenge, swap it over to "normal".
Subsidy - x4. I never intend upon subsidies, but I figure if a town wants to reward me for an existing connection, I'll take all the money they can hand out. If I was intending to go for subsidies, then I would set it to x2.
Cost of Constructiuon - Low. Thats a mistake on my part, I meant to set it higher, but forgot.
Terrain Type - Hilly. Again, the basic TTD flat land is too flat, with meaningless hills, and too much water. Mountainous is rather unreaslistic, with random mountains everywhere and anywhere. Hilly is a nice balance between the two, with flat land most of the way, but the occasional mountains.
Sea/Lakes - Low. Anything higher than this, and you're waterlogged.
Economy - Fluctuating. This tests your network a bit, with production changeing and places closing down if they don't get any materials.
Train Reversing - End of Line. Done like this to allow for through stations.
Disasters - Off. I don't care for the disastaers in TTD, although I may have a play around with TTD Alter one day to fix them.
I am also going to endeavour to play realistically, and you will find the ttdpatch.cfg I used at the bottom of this post. I can't release the newgrfw.cfg or the savegame yet, because I am using development versions of some sets. Don't worry though, just because a certain tram/bus set isn't out, doesn't mean that you can't use a different one, or even use the default vehicles in the case of the buses.
I am also using passengers only, to make the game challenging.
Add hotlinks to contents
Contents:
Introduction - Right Here.
The Basics.
Expansion and Consolidation.