Lining any garment makes it more luxurious to wear, easier to put on and lengthens it's life. Nowhere is this more important than in a jacket or coat, where the garment is pulled over clothing several times a day and often the wrong side is seen. A lining also covers up the inner evidence of your tailoring work, leaving a clean and beautiful inner finish. Lining a jacket isn't difficult, but it does require some pattern preparation as well as some additional sewing.
Connie Long's Easy Guide to Sewing Linings. This book would make it on my Take to a Desert Island short list (right after the Reader's Digest Guide to Sewing). It covers lining techniques for nearly any garment you can imagine, starting with drafting you lining pattern and going all the way to finishing techniques. The Tailoring book I referenced yesterday also has a brief discussion of linings, but this is much more step-by-step. Essentially, the lining is assembled and attached to the facings by machine, then hand sewn at the hems. The finish is beautiful, and it is surprisingly easy to do.
Gertie's Bound Buttonhole tutorial was what I used to make my buttonholes. The only thing I would add to her tutorial would be my hint for getting your welt lips to be evenly positioned within your window.