Methodology & Architecture to Create ETL Process
I would recommend reading The Data Warehouse Toolkit by Ralph Kimball. Goes through the theory,  with some good examples, and will leave you with a solid understanding of the theory. Then you can look at the tools themselves.

If you're looking for something to build your ETL process, Pentaho have something called the "Star Modeller" which lets you model your dwh, and it then builds the ETL/cubes etc.  But it's pretty new and far from complete - worth keeping an eye on though.