For those who do not know, there is a tool to generate your CAML queries.
This utility is the work of Karine Bosch and Andy Van Steenbergen
For SharePoint 2003 and 2007 we had the CAML Builder tool, you can it find here: http://www.u2u.be/res/tools/camlquerybuilder.aspx
Recently there was a new version of the CAML Builder targeting SharePoint 2010 and SharePoint Online: CAML Designer.
You can find all information here: http://karinebosch.wordpress.com/my-articles/caml-designer/
If you have to create CAML queries, do not hesitate one second!