I was going to write a full article about these but I have since found some excellent articles on other sites and decided to link to them from here instead.
There is a great article all about using these magnets on the Flames of War Website. The piece discusses how to use them in your modeling projects and provides an excellent guide to Rare Earth Magnets for those of us that have forgotten most of our school physics lessons.
The Blog Adventures in Miniature Gaming also had an interesting article showing how the author used these small magnets to excellent effect on his plastic Tyranid models.
I bought my first pack of 100 magnets from the EBay Seller Power Magnet Store. The type I bought are small disc magnets just 1/16th Inch thick and 1/8th inch diameter. This sounds small (they are tiny) but they are more than strong enough to hold on a turret on a model tank. At just £4.99 for 100 they are excellent value for money. Other Sellers do similar deals and there are a wide variety of shapes and sizes available.