Thats a great guide Duncan

Another aspect to take into account with shutter priority is the iso number. If you are finding your pictures underexposed/dark try using a higher iso. Normal scale is 100,200,400,800,1600. This is mainly aplicable at higher shutter speeds.

If you are trying to take a picture of an object into the sun or a high contrast scene then image may underexpose. This is because the camera will try and get the perfect exposure. To overcome this you can change the Exposure Bias. On the canon hold the av +/- and turn the scroll wheel to the right. This will effectivly overexpose the image so the subject is exposed correctly.
Looking through the view finder you will see the display below. To over expose by one stop turn the wheel right so the cursor is above the 1 on the right.

400 is shutter speed
4.0 is aperature
-2..2 is your exposure meter. 0 Is what the camera thinks is the proper exposure. It will have a little line above that moves along the numbers.
100 is iso

Quote:

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400 4.0 -2..1..0..1..2 100

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+1 Exposure Bias

Pigeon coming into land by Micky Photography, on Flickr
As you can see the pigeon is properly exposed and the sky is a bit brighter.Before the sky was darker and the pigeon underexposed.

If at anytime the aperature (4.0 in the quote above) is flashing your camera will underexpose. Either up the iso or slow down your shutter till it doesn't flash anymore or changes to a higer number.