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0. A Simple Introduction and Tutorial Conventions
(*NOTE: For those who are unfamiliar with SD characters, SD is actually an abbreviation of "Super Deformed," a style of anime drawing in which characters are deformed to a form which is extremely cute. Think of the in-game characters from Final Fantasy IX.)

Since SD characters are relatively simple to draw, I feel that it is as a good place to start for beginners, and a very quick way to brush up your drawing skills. For the sake of this tutorial, I'll assume that you have very little or no experience in drawing anime characters, and aren't very familiar with art terminology. Therefore, I'll be using very simple explanations in this tutorial.
Here is the color-coding I'll use in this tutorial:
I will describe tips, tricks and techniques in Blue.
And I will mention some common pitfalls in Red.

1. What should the face of an SD character look like?
Yeah, I know this kind of stuff might be review for some, but it's important to remember. Here are some simple guidelines to draw a face in SD:

• Face is more rounded
• Eyes are bigger than usual
• Consists of simple lines
• The nose and mouth are simplified, and sometimes omitted

2. Here's the real stuff - A Step-by-Step Guide
In this tutorial, I will touch on the basic drawing concepts. These not only apply to drawing SD characters, but to any sort of drawing that involves figures. Learning and understanding these techniques should be useful with any sort of character.

In this tutorial series, I'll focus on Cloud Strife of Final Fantasy VII. Since I currently don't have a scanner, I'm going to use computer graphics to represent the steps. (Hope you won't mind...)

First, we draw a circle for the basic shape of the face. (This is only meant to be a draft, so don't worry if it's not perfect.)

Next, draw a "+" shape on the circle, with the cross in the middle of it. This is the 'eye position line' - this step will help prevent you from drawing crooked eyes later. Some artist will draw more lines or even circles to determine the size of the eyes.

Now make the chin line a little more defined (Try to draw it with the least strokes possible, and remember that practice does help).

Now, draw the eyes and eyebrows on the face, within the eye position range you defined earlier. Simple eyes will do. Try to make them well balance and symmetric to each other. This might require quite a bit of practice, but it is well worth the effort in drawing good characters. If you find it hard to draw the eyes, lightly sketch out the shape of them first.

Here's how the eyes should look.
   
Finally, draw the hair of the character. Most beginners will have some trouble in drawing the hair. This is because they draw hair strand by strand. Avoid this at all cost! (It's cumbersome and can be very hard to correct, so why trouble yourself?)
In anime drawing, hair is drawn in a bunch (i.e. the overall shape of hair.)No, it doesn't have to be complex at all (this isn't rocket science), you'll be surprised how geometric shapes can create good hair! (Like the triangles used in this image) This technique proves useful in any form of art, as it lets you review the shape beforehand, and easily add details later (e.g. how the hair will look like if I added some accessories).