Just a quick heads up:
Raw isn't a safety belt. Take a crappy shot in raw and it will still be a crappy shot in your raw converter. Badly under or over exposed shots will not salvageable; you'll just end up with noise when you try to correct it that you'll then have to 'denoise' and then sharpen to over come the lack of detail.
Raw however is great for being able to simple switch your white balance at the click of a button and other such task that you may have made an error with in-camera.
Think of it like this; if Jpeg is an apple pie you buy from the shops, then raw is the ingredients you buy for the apple pie and bake your self.
You have more control over those individual 'ingredients' and how you combine them.
When you shoot in Jpeg you are allowing your camera to perform a certain amount of post processing to the image. When you shoot in raw that processing is left to you. Bear in mind that usually (I'm not sure when the exception would apply) raw images will appear much softer and have less contrast than you'll be used to when you open them in your converter.
Somebody has already suggested sources on the interweb to use and you can youtube lots of raw conversion techniques.