K&J magnetics has a great selection of magnets in all kinds of sizes.
http://www.kjmagnetics.com/
I don't know of any tutorials, but to magnetize a Stormraven I did on commission, I used 1/8th inch disc magnets and a 1/8th inch drill bit in a pin vise, drilled out my holes to the appropriate depth and shoved the magnet in. It's a pretty tight fit, just make sure you check your polarities.
http://www.kjmagnetics.com/proddetail.asp?prod=D21
As a note, don't magnetize the hurricane bolters, that's more trouble than it's worth.
Here's a link to a blog with a decent explanation of how to manetize:
http://thereisonlywar.blogspot.com/2011/01/double-update-dreadnought-and.html