I'm with Linode, but I have to give kudos to Slicehost for their documentation. This is my first time running a VPS and I have gone to Slicehost's tutorials just as often as I have to Linode's. I've also found the videos through vpsbible.com to be a big help as well.
I assume you've checked out Linode's Library? It's pretty comprehensive, with new articles being added almost daily (they have several full-time staff members who spend a great deal of time writing/testing library articles).
