here's a link to instructions for the traditional method. i like these instructions because (1) step-by-step photos; (2) some of the steps are done my machine. not 100% hand.
http://www.sewing.com/projects/blog/default.aspx?id=6&t=Cathedral-Window-Quilt
here's another good set of instructions ... step by step drawings
http://www.quiltmag.com/proj-tips-cathedral.php