Watch the guides and articles secction for a number of tutorial.
There's also the split pouch sling tutorial which has given me great results. It's on the forum and the post is fresh, you'll find it quick.

As far as types, it depends what you have to work with. If you like to make things with leather, you can make your pouch of leather.
You can make a sling using nothing but cord as well. Other members use old jeans or shirts. And hen there's the cord, which can be natural fibers or synthetic.

Experimentation is the key to success. No two slingers are the same.

Try this: http://slinging.org/forum/YaBB.pl?num=1235334392

Or this: http://slinging.org/forum/YaBB.pl?num=1225969604

Then do this: http://www.youtube.com/watch?v=72cIgoZ7wNU

There are other styles of slings and slinging but these are simple and will get you going.

And try not to hit anyone  ;)

Hi, jsw-sling;
   I'm fairly new, myself, with less than a years experience.  First, Rockman's tutorial about the braided split pouch sling is very popular.  I'm dsylexic from Lyme Disease and I was able to follow it and make a functional sling on the first try, so I imagine anyone can do it.  Since then I've made about eight or ten slings of that style, each one a bit better than the last.  
  To just get started and get a feel for things, I think the easiest functional sling to make is Malik Lund's Appu-sling.  It's made from just one single cord, strap, string, or whatever.  You just tie a couple of knots and you're there.  It makes a very functional sling that you can make at a moments notice, almost anywhere, out of whatever you can find.  I was just using one an hour ago and it was tossing large acorn sized rocks over a hundred yards.  Your best bet is to use a 72" leather bootlace.  The tutorial for that sling is in the tutorial section.  It's a great survival tool.  
  You'll find the people on this forum will bend over backwards to help you out and educate you.  Your best bet is to experiment, experiment, experiment!
Good luck,
Rat Man

http://slinging.org/index.php?page=making-a-simple-string-sling-an-illustrated-guide---malik-lund

   The first time you release a projectile correctly it's an OMG moment.  You can really kill someone or something.  What David Morningstar said... please be careful.  

A sling is only as dangerous as the projectile. Use safe projectiles, ie. tennis balls, especially when you're learning and at any time when you could endanger others. Suddenly you've turned the "ancient weapon" into a safe modern sport; probably a good deal safer than golf or archery where even a target arrow can cause a serious wound.

My suggestion is to start with a simple sling as per Chris Harrison's article in the Guides and Articles section. If you can't find a suitable piece of leather try a short section of old seat belt. That's what I use.

---

thanks for the help :)