The official Oracle Data Guard docs are, of course, the most complete and accurate source of information about setting up Data Guard.
They're not very easy to use, though. They don't provide a walk-through of the entire process, for example, instead branching the discussion at every possible decision point.
I just fought my way through the process, with help from Chris Ruel of Perpetual Technologies, and thought I'd record my steps for the benefit of humankind. OK, that's not true - it's actually because the Internet is the only place I can leave myself notes and be certain to find them again later.
It's too bulky for a blog post, so here: Oracle Data Guard Configuration Walk-Through