As for bleeding you generally have three options, gravity bleeding, vacuum bleeding, or the tried and true two man method.
Gravity Bleeding - Generally you chose this option when you have no one else to help, it will generally be good enough to give you brakes, but you should go back and actually go back and do the two man method later when you have help. All you do is crack open the bleeders (one at a time) and wait for fluid to come out smoothly, then tighten the bleeder back, move to the next wheel. As mentioned before generally this isn't perfect, but it will make it driveable.
Vacuum Bleeding - Many places sell both vacuum pump based bleeders, and electric bleeding kits as well. They just suck fluid and air out through the bleeders. I bought a vacuum based kit, and its like the gravity bleeding, it will give you a pedal, but generally still requires a two man bleeding job later to get all the air out. These kits just hook to a bleeder (one at a time) and suck fluid out, it does however save brake fluid into a container so it can be re-used if you want. Please note though if you choose to re-use brake fluid, it should be new, brake fluid absorbs moisture very quickly, and you don't want to pour containmenated brake fluid back into your master cylinder, brake fluid is cheap.
Two Man Method - This is the only way to truely get all the air out in my expierence. Unforntanately it's generally also the messiest. You'll need a helper for this. Crack the bleeder loose, then snug it back up just enough so you can easily crack it open again. Have the helper pump the brake pedal three or four times, then hold it. Open the bleeder, your helper will notice the pedal goes to the floor, they need to hold it there. After the intial burst of brake fluid slows down, tighten the bleeder back. At this point your helper can replace the pedal, and start pumping again. Repeat this process until just fluid comes out. While there is air in the system you'll see air come out with the fluid. Remember brake fluid eats paint, so watch what you get it on, and make sure you clean anything that gets brake fluid on it off with some brake cleaner.