Here is an excellent, reasonably practical introduction to using and understanding a spectrum analyser. If you don't know much about Fourier, FFTs, windows, and calibrating then this is a good start. http://cp.literature.agilent.com/litweb/...
If that is a bit too dry then ElectricPete recommends www.dspguide.com This looks to me like signal processing with attitude, entertaining and a good intro. It might well tell you everything you need to know, and the approach is about as non-mathematical as is practical.
This is Tom Irvine's website. He has written many useful papers on real signal analysis problems. There are also a large number of tutorials and examples there. http://www.vibrationdata.com/
Art Ludwig is a physicist (I think) and contributes to the alt.sci.physics.acoustics newsgroup, and is very interested in setting his stereo up. His website includes a lot of room acoustics theory, and psycho-acoustics. http://www.silcom.com/~aludwig/