I've only used XML RPC and I haven't really delved into SOAP but I'm trying to find a good comprehensive guide, with real world examples or even a walkthrough of some minimal REST application.
I'm most comfortable with Python/PHP.
Here are a few links:
(I should note, that the last one uses relative url's - a practise I don't like. But the rest of the article is very good, so I linked it anyway.)
I like the examples in the Richardson & Ruby book, "RESTful Web Services" from O'Reilly.
There is a good example with the Google App Engine Documentation. http://code.google.com/appengine/articles/rpc.html. It also talks you through some security aspects of doing REST