Some more tips and tricks:

You can connect different types of stations to share their cargo and area of influence. You do so by pressing the Ctrl key while placing a station close to another one of the same or another type. You can for example make an airport, a train station, a dock, and a bus station all share their stuff as the same station entity.

How much you earn for transporting stuff is proportional to the distance traveled and the speed. It is usually much more profitable to haul stuff from two considerably distant points than between two neighboring cities. A more in-depth look at cargo income can be found here:

http://wiki.openttd.org/Cargo_income

Industries and cities don't care where you bring goods from. Let's say you have a farm right next to a factory, and another farm across the map. You can put a few trains bringing goods from the farthest farm to the factory, earning a huge profit, and the factory won't react to the fact that there's a farm right next to it.

City growth is mainly influenced by picking up passengers at a station within it, and by whether it's a city or a town (if you click the city's name it will tell you which type it is; cities grow twice as fast as normal towns). 

Passengers, like other cargo, don't have a specific destination. They just hop on the train/bus/whatever that happens to stop at the station and get off at the next station stops at.