(Sampler by hetkabinet on Flickr)
For some stitch instructions, take a look at SharonB's stitch dictionary, which includes standard herringbone stitch, and two variations; double 1 and double 2.
Once you've mastered it, why not try varying the size and orientation of the stitches:
(by murgelchen on Flickr)
Layering in different colours:
(from Mary Corbet on Flickr)
Using it to build up a design:
(From magpieslaundry on Flickr)
you could also try varying the threads you stitch with, lacing it with ribbon or wool, working it in a circle, beading it, anything to see what different effects you get.
Another stitch in the same family is the twisted lattice band:
(From Sharon B)
What effects can you get? We'd love to see your samples next month!