Check out this cool online interactive ring sizing website I just found. It takes all the guesswork out of sizing your rings. Just click on the photo below.
If you are planning on ordering a wide band (anything over 1/2"), or stacking multiple thin bands, be sure to order a half size UP from your normal size. This will accommodate for the extra width on your finger and ensure that the bands aren't too tight.
I started to work on this blog but that dog up there distracted me with his antics. Check back soon though--surely he can't keep this up all day.