The Bohning blazer jig is what I have been using lately. It is simple to use and it puts a great 3 degree helical on your vanes. Just make sure you dont use a fast set glue with it. I would recommend something like Fletchtite Platinum.
I also have a bitz as well. They are also about as good of jig as you can get. Fletching your own arrows is very rewarding. Like Chad said be sure to check out the article I wrote on it in the arcticle section. I think it will have some good info for you.
Feel free to call me if you have any questions and I will be glad to help you out.