Their website has recipes to get you started.
The Big Green EggThere are cheaper ceramic cookers available that do just as well according to friends. One buddy tells me that the construction on one of the cheaper brands was better than the BGE. They also confirm that you can't get as much of a smoke flavor in the ceramic cookers as you would on a proper smoker.
For very cold weather smoking, my brother in Minnesota made a hinged plywood box for his smoker that created an airspace of 10" clearance on all sides and set a piece of plywood on top. It created enough of an insulated chamber to let the smoker do its job well in 9* weather. The sides are hinged and the top was simply set in place. Less than $45.