Yes, I use the Penguin guide too; it's excellent. [note correct used of semi-colon
]
The Bristol Uni site is good as well, and has little exercises to practice:
http://www.bristol.ac.uk/arts/exercises/grammar/grammar_tutorial/index.htm
On punctuating dialogue, it's harder to find good advice as most books on punctuation don't seem to mention it. This is what I tell my OU students - apologies if I'm teaching my grandmama to do things:
1) When a different person begins to speak, you start a new paragraph, with an indent in the normal way. Make sure there's something to tell us who says it: usually a speech tag 'he said, 'she asked', he whispered', or an action (including someone thinking something). If you want to start the paragraph with that person doing something, and then speaking, that's fine. You don't need to start a new paragraph for the speech, and make sure that if you do have a line of dialogue on its own, it's blinding clear from the line above who says it.
2) Punctuation goes INSIDE the speech marks. If the speech is followed by 'he said' or a similar speech tag, you end the speech with a comma so it forms part of a single sentence.
'Do have some coffee,' said John.
or
'Would you like some coffee?' asked Sally.
But if what follows is a separate sentence, then it needs a capital at the beginning.
'What on earth are you talking about?' She pulled on her coat and stood up.
If the speech tag is before the speech itself and together it all forms one sentence then the speech nonetheless starts with a capital letter:
John looked at her hopefully but all she said was, 'What on earth are you talking about?'
and the same when what precedes it is a standalone action, which should end with a full stop:
Sally got up and pulled on her coat. 'Don't talk to me like that!'
3) Thoughts, these days, don't get speech marks, though you'll find it in older copies of books. You should only put speech marks round something which is actually said aloud.
She wondered if he was actually thinking about leaving his wife. But how on earth can I ask him that, she thought. Instead, she said, 'Have some coffee.'
4) You can mix up action and speeches: you don't have to start a new paragraph every time someone opens their mouth, and it's often helpful if you don't; keep us clear on who's speaking without actual speech tags, by keeping their speech and their actions together.
But you must start a new paragraph when the speaker changes.
Emma