Most garden plants need full sun. This means they get sunlight most of the day, and are not in the shade of buildings, trees or fences. When you have selected the place for your garden, watch it on a sunny day to make sure it isn't shaded during different times of the day. If you plan adding other landscaping items like trees or sheds, draw out a plan for your yard and place those items on it to see if they will shade your garden.
Our backyard faces to the south and full sun is not really a problem for us (that's code for it's freakin' hot back there :). We chose to put our garden all the way in the back and then put our trees on the north side of the garden.
If you have selected a spot that is currently lawn you have two choices. You can cut out the sod (with a sod cutter or by hand), then till up the ground, be sure to add some organic material like leaves and compost and probably some fertilizer. You can also wait until the grass has greened up and is growing well and use Round up on it to kill it. You may have to apply that more that once. Round up only works on plants that are growing well. Be sure the grass is really dead, because it will be hard to get rid of once plants are growing. After the grass is dead till up the soil.
The KSL Garden show addressed this topic a couple of times this last Saturday, Podcasts of the show are available on their website, see the Garden Websites list on the side of my blog.
An important thing to know before you start any garden project is how are you going to water it. There are many different options and I will try and look at some in another blog post.