Im not entirely sure if im doing it correctly. Do you guys move the shifter say from 3rd to 2nd, and while it goes through the neutral zone, blip the throttle (clutch in the whole time). Or with double clutching? like this: http://youtube.com/watch?v=q_AiBdVJifA&feature=related (not my video)

yes. you blip the throttle as it goes through the neutral zone.

double declutching you dont need to learn. its used for getting the input shaft in the gearbox to match roadspeed before it gets engaged. it was used on old cars, especially wagons as they didnt have syncromech, or very bad ones at least which meant the gear would not engage unless the entire box was spinning at the same speed.

on a modern car its a pretty useless technique.

1) Well, technically it doesn't matter when you blip the throttle, as long as it happens while the clutch is in. Everything happens so fast anyway, so don't try to keep the blip "while you're in the neutral zone". Simply clutch in, blip + shift at the same time, clutch out.

2) Heel.
Heal toe is something you do after you stubbed it.

Heal a toe 10/10

On the subject, check out this thread, should explain a lot

http://www.lfsforum.net/showthread.php?p=804765#post804765