A tutorial on setting up encrypted partitions in Ubuntu Gutsy Gibbon (7.10). Goes into some detail as to what each command does. Useful.
An article on how to create an encrypted volume and then four ways to benchmark encrypted disk performance. Summary, the author estimates a 10% performance cost on a 3.2GHz system, 4Gb memory, no swap.
A detailed how-to, including screenshots, on setting up an encrypted LVM in Ubuntu. This approach creates one single encrypted LVM and then multiple partitions within it (as well as an unencrypted boot partition). Easy to follow, useful reading.
TrueCrypt is a cross platform disk encryption package. You can create steganographic, hidden volumes which are completely deniable.