It becomes evident, thanks to the mass centralisation of the neverending september effect that is stackoverflow, that despite the large number of electrons expended on documenting the retain/release/autorelease reference counting mechanism for managing memory in Cocoa, Cocoa Touch, UIKit, AppKit, Foundation, GNUstep, Cocotron and Objective-C code, very few people are reading that. My purpose in this post is not to re-state anything which has already been said. My purpose is to aggregate information I've found on the topic of managing memory in Cocoa, so I can quote this post in answers to questions like these.
In fact, I've already answered this question myself, as How does reference counting work? As mentioned in the FAQ, I actually answered the question "how do I manage object lifecycles in (Cocoa|GNUstep|Cocotron)"? It's actually a very violently distilled discussion, so it's definitely worth checking out the references (sorry) below.
Apple have a very good, and complete, Memory Management Programming Guide for Cocoa. They also provide a Garbage Collection Programming Guide; remember that Objective-C garbage collection is opt-in on 10.5 and above (and unavailable on iPhone OS or earlier versions of Mac OS X). GNUsteppers reading along should remember that the garbage collector available with the GNU objc runtime is entirely unlike the collector documented in Apple's guide. GNUstep documentation contains a similar guide to memory management, as well as going into more depth about memory allocation and zones. Apple will also tell you how objects in NIBs are managed.
The article which gave me my personal eureka moment was Hold Me, Use Me, Free Me by Don Yacktman. Stepwise has another article, very simple rules for memory management in Cocoa by mmalc, which is a good introduction though with one caveat. While the table of memory management methods at the top of the article are indeed accurate, they might give you the impression that keeping track of the retain count is what you're supposed to be doing. It's not :). What you're supposed to be doing is balancing your own use of the methods for any given object, as described in rules 1 and 2 of "Retention Count rules" just below that table.
James Duncan Davidson's book "Learning Cocoa with Objective-C" has not been updated in donkey's years, but its section on memory management is quite good, especially the diagrams and the "rules of thumb" summary. Luckily, that section on memory management is the free sample on O'Reilly's website.
If reading the theoretical stuff is all a bit too dry, the Mac Developer Network have a rather comprehensive memory management training video which is $9.99 for non-MDN members and free for paid-up members.
Finally, Chris Hanson has written a good article on interactions between Cocoa memory management and objc-exceptions; if you're using exceptions this is a good discussion of the caveats you might meet.