There's no one site that can give you tutorials on integrating with ImageMagick, BUT its not rocket science.
There was a feature article on this site a few months back and if you read the follow up comments there's some very useful stuff.
The overall concensus is that ImageMagick is by far the most powerful, but ONLY if you can get it from your host. Easy if you're running your own server though.
GD is available on most hosts, although you need to take care that its the newer version 2 of the libraries if you want anything approaching satisfactory output.
Installation of ImageMagick wasn't without its problems, but I could put that down to it being the first linux/unix installation I'd ever carried out 🙂 The guys on the ImageMagick mailing list are absolutely fantastic so you're never far away from help, just don't expect them to be able to sort your php code for you! Like theeper says, ImageMagick is a standalone application which you can only use through php by issuing command line instructions from your php scripts. However, I did hear recent;y of someone who had created a set of plug-in classes which would enable a GD style set of library functions. Sorry, but as I roll my own, I can't think of the name or tell you the URL.