http://members.shaw.ca/lightwavetuto.../Main_Menu.htm
This wil get you started. If you're starting out with Lightwave, then its best to learn the toolset first. After which, if you're looking at modelling practices then you could, in some ways, use tutorials for different pieces of software. CG packages aren't usually so different that you can't do one thing in one that you can do with another, particularly when it comes to basic modelling.
As Mark would say, Dan Ablan's Inside Lightwave book is usually a good starting point.