The best way to start a character model is by doing 2d concept. You have a lot more freedom to explore your ideas with a pencil and paper then with any modeling tools. Try drawing your guy in different poses and different situations to really flesh out his character. Once you have the concept down, draw you a front and side view. Once you have those two drawings down, you should be good to start into blender.

This is a really great tutorial series. I know the guy who did them, so I might be biased, but really, they are great.

Edit: And, the sword looks great!

Wow, that guy's really cool James! I find myself loving his tutorials, they're quite good. The only sad part is that he doesn't have any more tutorials than just three or four of them. I'll definitely do that when I model my character, it looks awesome!

Wonder if BuilderBrothers can update their first post with links so these Post-without-reading-30-pages newbies know where to go without us having to give the same response repeatedly.

If this doesn't blow your mind, Binding Bricks, then you got a clue.

What links would you recommend?

Actually, the end looks very flat because of the lighting/angle. It does still stay the same thickness towards the end, it's just a bit of a shading deception. And also, the more I look at it, I think the colors really need to be changed. Maybe a red/green/blue handle would look better.

This is an explosion I made in Blender 2.56's smoke sim.

I thought it was good.
D'ya like my 'splosion?

True.
It was my first try though.

That's looking pretty good!