A few words of caution before I start.
Dumpster diving is a risky activity. Be aware, wear appropriate personal clothing and protective equipment (gloves/boots/etc). Never put yourself in a dangerous situation. You should go with a friend in the case of a mishap there will be someone to help or call help.
Electronic components are hazardous material.
You should be cautious when handling materials such as capacitors, transformers, or anything that stores or builds voltage. These types of parts can kill you
Many electronic components are toxic you should use due care when handling them and wash your hands, especially before eating, smoking, etc, etc.
Understanding and being able to identify components is very important. I use a bunch of resources but here are a few that I have found:http://www.amazon.com/exec/obidos/ASIN/0072226013http://www.uchobby.com/index.php/2007/07/15/identifying-electronic-components/http://www.madlab.org/electrnx/electrnx.htmlhttp://zeus.cedcc.psu.edu/comp_id_tool.html
btw, most of these originally came from a simple google search for identifying electronic components