ok.. just here to clear up a few things.... double clutching is first...
someone ALMOST hit the nail on the head... say your in 3rd... you wanna downshift to second... heres how it goes
push in clutch
pull car out of gear into neutral
release clutch
rev to propper RPM range (DO NOT REV WHILE CLUTCH IS DEPRESSED)
re-engage clutch
slide into gear
release clutch
and it all has to be done VERY quickly so that the rpm range you rev upto is still high enough by the time you kick it into second..
and as for the reason this is better for your car... everytime you downshift you put a tiny tiny bit of miniscule damage to your tranny because of the force of the "jerking" motion when it grabs and revs itself up... if you get everthing spinning together its an easier load when you release the clutch
as for the whole older cars without syncros having to double clutch.. thats 100% correct... but even with syncros, on downshifts double clutching is still a good habit if you know what your doing
if you rev while your clutch is pushed in, it burns your clutch just a little bit.. but it still burns it... so thats bad.. and thats why you "double clutch", because you have to rev when the clutch is NOT ENGAGED... think about it... if you were just supposed to rev while the clutch was in then it wouldnt be double clutching because you would never have to release the clutch.. it would be more like this...
engage clutch
pull out of gear into neutral
rev to propper RPM
push into lower gear
release clutch
but reving while the clutch is depressed is bad...
i hope i explained that right...
the whole heel toe thing (not hill toe

) was explained pretty well... use your left foot for clutch action and basically rev to propper rpm WHILE braking all with the same foot.. using your heel for one and toe for the other
and yes its bad to hold your clutch in... either while cruising, or while at a stop light... just take it out into neutral and release the clutch... its not THAT much work guys

i mean.. its not gonna kill your clutch.. but over time it builds up and is kinda bad...
edit -- oh yah... and "speed shifting" or "power shifting" is CLUTCHLESS shifting... when your engine is at a certain rpm range, everything matches up just right in your tranny and you can pull it out of one gear and straight into another without even depressing the clutch..... IF your slick enough -- /edit