Diagrams alone are not always helpful. For example, Use Case diagram can't convey business rules in detail. Class Diagram may be very useful since you may be able to generate class code and DLLs from it.

I find these diagrams the most useful:

0-Use Case Diagram

1-Class Diagrams

2-Activity Diagram

3-Sequence Diagram

The following may be good for you (free tutorials) - In fact there are so many useful resources... but check these:

0-[YouTube-Video-UML End-to-End - How to Diagram Your Software - Essential UML Tutorial][4]

1-[embarcadero][1]

2-[sparxsystems][2]

3-[OMG - Has several links that may help][3]


Happy Modeling :)

  [1]: http://edn.embarcadero.com/article/31863
  [2]: http://www.sparxsystems.com/uml-tutorial.html
  [3]: http://www.uml.org/
  [4]: http://www.youtube.com/watch?v=RMuMz5hQMf4&feature=watch_response