As part of a practicum I created a Captivate Tutorial about a feature in the database Historical Abstracts. There is a lot of time that goes into making tutorials look professional, but they can be very useful in a number of situations. They are excellent for things like distance learning. Also they can be used over and over by different people until the database or resource changes and the tutorial needs to be updated.
I know that I enjoy using tutorials and learning on the web, especially because they are free. Moreover you can learn at your own pace. You can replay something, or watch the tutorial at 3:00 in the morning. They are there at the point of need.