There are braiding tutorials here , here ,this one and Drac's exellent tutorial here . What leather to use depends on what you are making, sheep nappa tends to be stretchy and not too strong, goat veg tan is thin and suprisingly strong, cow veg tan is good for most things and kangaroo is great but expensive.
I'll leave rawhide to someone who is west of the Pennines. You can buy ready made lace or have a go at making your own (It's easy), Scouter has something to say about it here . Hope this helps.