For a personal tutorial, I did a caustics tutorial
here. It wasn't too bad, I just had to mess around with the settings a lot to get some results. I'm still having some problems with the caustics doing weird things and I'm trying to figure out why, but here's what I've got so far. Here's a basic list of things that I did to use the caustics.
1. Make sure to increase number of Reflections, Refractions, and Max Trace Depth in the Raytracing section of the Quality tab in the Mental Ray render settings.
2. Create scene light (won't use caustics). Turn on Raytrace Shadows. Go to mental ray tab and under Area Light check Use Light Shape.
3. Create a secondary, special spotlight to emit caustic photons (unless you need caustics over a large area).
3a. In spotlight: Decrease intensity to 0, uncheck Emit Specular.
3b. In spotlight mental ray tab: Check Emit Photons.
4. Turn on Final Gather.
5. Go to Render Settings > Indirect Lighting > Caustics. Check the Caustics box.
6. Adjust the photon settings in the spotlight (such as the number of photons (usually 100,000 or more), intensity, etc.)
7. Adjust the Caustics settings in the render settings. Usually use a small radius (such as 0.1 or lower).
8. Go to Render Settings > Quality > Raytrace/Scanline Quality. Increase the Max Sample Level.
Anyway, here's some pictures I've got so far.
Before caustics
With caustics (individual spot lights on each object)
With caustics (with just one area light emitting caustics on all the objects and some tweaked settings)