Here's a link with most of the methods of making HSTs.
http://www.bellaonline.com/articles/art10208.asp If you are going to make a lot of them in the same color combo, try the grid method.
For block size, I'd first decide on what block to use before I decided on size. They have different repeats and so would look different depending on the finished size. Lots of different blocks have pinwheels in them, or are you just interested in the pinwheel block itself?