I have the best luck with the sourdough starter from The Tightwad Gazette. I've had my starter going for years now, and it makes wonderful breads, pancakes, etc... It does start with commercial yeast, so if you want a starter from wild yeast, this won't be the one.
Mix 1 TBS yeast with 2 cups of chlorine free water and 2 cups flour. Combine them in a glass or plastic container; cover loosely; and let it sit at room temp for at least 48 hours. It should be foamy and have a pleasant, sour smell.
Store starter in a cool place (refrigerate).
This is the TWG sourdough bread recipe that I've been making for years. I use freshly ground whole wheat flour for all of it, but the original recipe says you can replace 1-2 cups of the white flour with whole wheat. This dough makes a good pizza crust, too.
For 2 loaves of bread:
5 1/2 cups flour
2 cups starter
1 TBS salt
1 cup water
Dissolve the salt in the water. Stir in the starter and then the flour. Stir and then knead into a ball. Cover with a damp towel and let rise overnight.
In the morning, punch down the dough, divide it in half, and shape it into loaves.
The traditional loaves are round with an X slashed in the tops. I've done rolls, loaf pan shaped, pizza crusts, etc...
Let the dough rise for about 4 hours or until doubled in bulk.
Heat oven to 400F and make sure you put a pan of hot water on the bottom shelf. Bake loaves for 35 minutes (they'll sound hollow when you "thump" them on the bottom). Rolls and pizza crusts take less time.
Everytime you use starter, you have to feed it (replace what you used). If you use 2 cups of starter, replace by stirring in 1 1/2 cups flour and 1 1/2 cups water. After you mix it in, let the starter sit at room temp for a few hours.
You should use and feed the starter regularly. Sourdough pancakes or biscuits are a good way to use sourdough starter without the rise time.