Building a Visual Robot Model with URDF from Scratch - Learn how to build a visual model of a robot that you can view in Rviz
Building a Movable Robot Model with URDF - Learn how to define movable joints in URDF
Adding Physical and Collision Properties to a URDF Model - Learn how to add collision and inertial properties to links, and how to add joint dynamics to joints.
Using Xacro to Clean Up a URDF File - Learn some tricks to reduce the amount of code in a URDF file using Xacro
See also urdf_sim_tutorial for the final tutorial: Using a URDF in Gazebo - Preliminary tutorial on how to spawn and control your robot in Gazebo.