Here is the two part installment of Curtis turning a baluster leg. Curtis has done a great deal to refine this form and make it a dynamic element. As he says, he is self taught, so much of his technique is hard won skill and not while not textbook correct, you can't argue with the results.
Here is the 1st part. To see the best High Def version click here.
One technique that he uses that I think is especially worthy of attention, is the way that he forms the coves before he sizes either of the elements beside them. This allows him to get very crisp edges without the any tricky entry cut on the coves. If you've ever destroyed a "birds beak" while trying to refine the cove, you know what I mean!
And here is part 2.