I am working on API docs in Doxygen these days, and using it to produce HTML and PDF docs. The goal is zero post-processing, so I’m getting way too involved in LaTeX to make that happen. Herewith, the reference material I keep coming across in my searches.
Doxygen commands is what it says it is.
Doxymacs is a Doxygen mode for emacs.
Getting Started with TeX, LaTeX, and Friends from the TeX Users’ Group, whose mailing lists have provided a LOT of answers so far. Points to FAQs, online docs, and more.
Getting to Grips with LaTeX – LaTeX Tutorials by Andrew Roberts is a series of kick-ass tutorials.
MSc. Thesis – LaTeX explanation is a nice walkthrough of how the author set his thesis, laid out one chunk at a time.
Page layout in LaTeX (PDF) is the official documentation for the fancyhdr package.
There are some more. I may edit this as time goes on.