Riobotz (a team from Brazil) has put together a tutorial covering just about every aspect of combat robotics. If you're new on the scene, it's probably a good idea to browse through it, and see if some of your more basic questions get answered. If you're an experienced builder and haven't read it, it's also a good idea to read it in more detail. It really covers a lot in its 367 pages.
The .pdf file is about 28 MB so it could take a while to load.
Riobotz combot tutorial