The VFX Show (iTunes link) of the TWiT Network has a recent podcast on the movie Pan’s Labyrinth (iTunes link). The usual cast of Alex Lindsay, Ron Brinkmann, Jon Labrie and Mike Seymour discuss the visual effects in Pan’s Labyrinth; though I have to say that they digress rather easily. Quite an alright podcast if you are into visual effects.
Within the podcast, they mentioned an fxguide article. My suggestion is: Give it a read. The article really provides an indepth look into the details of how various effects were created.