Oto the cleaner has posted up an excellent tutorial on rigging, setting up constraints, weighting and animating a female figure.
The tutorial comes out to be about 14 pages printed and while it doesn't go into a lot of detail within the animation portion of the tutorial, it is an excellent quick walkthrough on setting up a basic rig in Blender.
An excerpt from the tutorial:
More great functions. Blender can now lock bone rotation in the X, Y and Z axis. And Limit it too. There's an example in the image above. You enable the Limit function with the Limit X, Y and Z buttons in the Armature panel ( only available when an IK Solver it's applied to a bones's chain). Then in the "Min:" and the "Max:" fields you set the desired values.