This Austrian bank has published a great report on gold. It may not contain any new information for most here, but it is the best all-in-one consolidation of gold-related information I have seen:

http://www.bgmi.us/data/2009SpecialReportGOLD.pdf

I think it's ideal for first-time gold investors, and I'll be sharing the link with some friends in this situation who have asked me for information. Also there's a list of recommended gold stocks on page 33 (no, Tyhee is not on it, but it seems tilted towards the larger caps)