Most wargaming systems involve two different aspects. The game itself and the hobby.
The hobby aspect is generally enjoyed by most wargamers as much as the game. Constructing/converting your miniatures, painting them the colours you like and then building a battlefield to use them on is all part of the fun. Having fully painting armies on a terrain rich table really enhances the experience of the game.
Step-by-step painting of a Baneblade by Beatsy (Image Warning)
From 'Instructables' - Designed by sochmo for a rohan gaming table
From 'Instructables' - step by step painting a GW: Warrior of Minas Tirith by sochmo.
Youtube hedge tutorial by ChapterMaster2. How to create cheap and easy hedges for your tabletop terrain.
Youtube flesh painting tutorial for beginners by davidvc04 including watering down paint to a suitable thickness.
Youtube rock basing tutorial by timmaccowan - making a warhammer fantasy base using hot glue/gun and cork board.