From all the things in animation, I personally think that people have the most trouble with link constraints. It is a really useful tool, and will make your time animating a lot easier.
I've made a link constraint tutorial a while back, but was only intended to help one or two people. However, knowing the fact that this might benefit some people, I might as well make it public. Heres the link:
OMFG CLICK MEH
The video was an rushed effort. So if there are any questions, feel free to add me on xfire: leoli295 or just simply post your questions. I suck it teaching IMO so... :eng101:
Hope this helps!
