Personally I learned by trial and error. The more you do it, the faster you get at it. So if you have some time, try it at home before you get a flat 
All you need is a pair of tire levers, though you can get the tire off without them. Though that can be difficult, depending on how tight your tire sits on the rim.
This is the most thorough guide I've seen:
http://sheldonbrown.com/flats.html
But you can read it all day, until you actually do it it'll take you a while. I think the first time I changed a tube it took me like half an hour. I couldn't get my tire back on
The last flat I got (a rear of course), I changed it in like 8 minutes. I was also in a bad part of town, so I was highly motivated.
Good luck!
"Only the meek get pinched, the bold survive"