Go to the "Actions" window, usually by the history window. Actions are just recordings of a process so you can play it over again without typing eveything in again. Sets are like folders full of actions. I have a set of BW actions, a set of resizing actions, a set of sharpening actions, etc...
My workflow for weddings starts by synchronizing the time on my DSLRs before the wedding. Afterwards I can put everything from 2 cameras into a folder, sort by time, then rename them all 001 through whatever, and I have the whole wedding in sync. If one camera is off from the other by even a minute, it really mixes things up.
I use Adobe Bridge and Adobe Camera RAW to sort through keepers, potential keepers, and tossers. Then I go through the keepers and potential keepers with Camera RAW and adjust white balance, adjust exposure, contrast, and saturation if necessary, and sometimes convert to BW. I've actually found I like the Camera RAW desaturate in many instances better than using the channel mixer later in PS. When I'm done in Camera RAW I save the files as 16 bit tiffs.
In Adobe Photoshop I look at each photo and work on it as necessary. For some photos this is minor color and contrast tweaking, some burning and dodging, etc... For other photos it can be more extensive manipulation such as removing blemishes, or adding soft focus, spot sharpening or blurring effects, merging different exposures, heavy burning and dodging, stitching panos, etc...
Anything that is going to be done the same way to a group of photos I try to use batch actions. For instance if I'm going to add a thin black border to all BW photos, I just save that for one of the last steps, and use the automate batch function.
Once I have everything finished, I make an action that sharpens (I've been using CS2 smart sharpening), and then converts the mode to 8 bit, and saves (still as a tiff). Then I use File->Scripts->Image Processor to convert the tiffs to jpg. Then rename again so the file list doesn't have numbers gaps where I deleted images.
Of course, at the beginning I back up the RAW files, and at the end I back up the jpgs.