Seasoning them is simple, once you understand the principle involved.  Seasoning is in two parts.  First and foremost, it is the development of a layer of carbon on the iron surface.  That carbon layer then forms the non-stick surface which a good cast iron pan will have.  This part of seasoning can be well underway within a week of regular use.  As you use the pan over time, the carbon layer will both ablate and build itself up during cooking.  The second part of seasoning is more subtle, the actual modification of the molecular structure of the cast iron pan itself by repeated cycles of heating and cooling.  This is akin to tempering steel and develops slowly over time.  One sees this often in the grills of drive-ins, where the signature dish can't be made correctly on a new grill.  This effect is what makes the pan (or grill) behave in a more mellow, smoother manner when heating and cooling.

On to how to season it.  Take some generic vegetable oil - a tablespoon or two - and a couple paper towels.  Turn on your stove's burner- medium high will be good.  Dump the oil into the pan, swirl it around so the entire interior is covered, then mop it up with the paper towels so you have the infamous "light coat of oil" only on the inside of the pan.  Put the pan on the burnerand let it go for a couple minutes.  You'll see the oil start to congregate in a pattern which reflects the heat distribution from the burner below.  When you do, take the paper towel and smear the oil around a bit until there's a uniform film again, then make sure the pan gets moved, too, so as to realign the heat distribution and avoid hot spots developing because of the burner's shape.

Do this two or three more times.  If the pan and oil start smoking, back them off the heat a bit and then return, after running the paper towel and oil around and evening things out.  After the last time, cut the heat and let the pan cool at its natural rate.

When you're done with this, take the pan and wash it gently with a sponge and soapy water.  Scraping will remove the carbon, and you don't want that.  

Repeat this process three or four more times and it will be seasoned.  You can start cooking in it after doing it the first time.  Pancakes (using vegetable oil to grease the pan) are a good choice.  

• make decent old-school fried classics like Southern fried chicken (smothered pork chops, hush puppies, etc.), crab cakes, one pan fish & chips -- flash, shallow or even semi-deep frying anything is better in an iron skillet.

• grilled sandwiches (tip: heat a smaller cast iron skillet and use it as a weight on top to get there in 1/2 the time.)

• stovetop skillet breads: everything from Indian chapati and roti to English muffins and crumpets to Greek pita to Scottish oat breads to Asian crackers to an Everywhere cornbread that rocks the house. The Indian bread skillet is called a tawa.

• Italian foccaccia, crisp bottomed thin pizza OR deep dish style (an iron skillet's like having a pizza stone). I start my pizzas stovetop and finish in the oven.

• make better pancakes than you ever thought possible, actually the whole breakfast comes out better and you can do pretty much everything in the one pan if you like.

• "steam fry" dim sum dumplings (for pot stickers that don't stick)

• high end Singapore rice noodles and Pad Thai