Here is a great collection of Google Analytics / Google Adwords integration videos from this post.

This series highlights in detail how to integrate your Google Adwords and Google Analytics accounts.

Enjoy:

Google Analytics in 60 Seconds: Find the Best Keywords
Google Analytics in 60 Seconds: Location Targeting
Google Analytics in 60 Seconds: Find Poor Performing Campaigns and Keywords
Google Analytics in 60 Seconds: Placement Targeting
Google Analytics in 60 Seconds: Identifying High Spenders
Google Analytics in 60 Seconds: Conversion Funnels
Google Analytics in 60 Seconds: Tracking Ecommerce with Google Analytics