Mark Pilgrim's essential online book about developing Greasemonkey scripts. Excellent starting point for Greasemonkey developers. Covers everything from setting up a Greasemonkey scripts to common DOM coding idioms, as well as a brief rundown of XPath, and case studies of Greasemonkey scripts.
Mark Pilgrim dissects the security issues of the 0.3 Greasemonkey, and describes how the new architecture of Greasemonkey works, pointing out pitfalls and how to address them.