Here are some useful links:

• The Gnu Scientific Library Reference Manual GSL is extremely useful and contains all kinds of special functions and algorithms ready to run out of the box.
  
• Multistep formulae on Wikipedia.
• If you are masochistic enough to want to use gnuplot this site of gnuplot tips is essential.
• Stiff Differential Equations - an illustrative discussion from MathWorks.
• Stiff equations on Scholarpedia.
• Lecture notes on characteristics and wave equations from Stanford - excellent discussion of the mathematics underlying the Method of Characteristics in the second chapter.
• D'Alembert's solution of the wave equation from Alan Hood's PDE's notes