How you start depends on you. Most or many modelers start with a cube, not a sphere. Some, like myself, start with a single polygon. There are tons of tutorials available on the net though, you can do a quick google search to find them.  One place with a bunch of tuts is:

www.3dtotal.com

Depending on your application of choice, however, you may want to look for more specific tutorials, as tutorials for Max won't translate to Rhino but may translate to Silo, XSI or Maya, etc. 

One important piece of advice is : USE REFERENCES WHENEVER POSSIBLE! I can't tell you the dozens of heads I've seen that were wonky or out of porportion because the artist did not use some kind of reference. As a hobbyist, it's extremely helpful to use refs so you can improve your ability, even pro cg artists use some type of reference, even if it's just a quick sketch. It really can help your work.