Here are is a starting point for Lyx: http://www.lehigh.edu/~dlj0/LyriX.html. This page has links to others which will lead you to the ftp site. Be sure to check them out.
For the latest development releases, see the primary Lyx site ftp://ftp.via.ecp.fr/pub/lyx/. The doc directory also has the bleeding edge document.
I promised to put up an example that I wrote for Brad here. Here is the Lyx file and the LaTeX file that Lyx makes. To LaTeX this file, you'll also need some standard macros I use: stdmargins.tex. This basically sets margins to my liking. You'll also notice that \aaa is defined in this file. Ignore it---I was just fooling around with LaTeX preambles in Lyx.