Hello, 

It all depends on which way you are talking about Web Services.  If you are talking about integrating FROM Salesforce to other systems, then I'd look over this:

https://developer.salesforce.com/page/Apex_Web_Services_and_Callouts

If you are talking about calling FROM another system and into Salesforce, then I'd look over these:

http://blog.deadlypenguin.com/blog/2012/04/13/salesforce-and-soapui-using-the-default-query-method/
http://blog.deadlypenguin.com/blog/2012/02/03/salesforce-and-soapui/
https://developer.salesforce.com/page/Creating_REST_APIs_using_Apex_REST
https://www.salesforce.com/us/developer/docs/api_rest/

Unfortunately in my experience there's not "good way" to learn web services since every endpoint is different and how you interact / authenticate with them differs.  I would look at the documentation for the specific endpoint you are dealing with and learn from that.

Fortunately going into Salesforce is not too terrible.  If you don't mind doing any business logic outside of the system then accessing the REST/SOAP endpoints directly is pretty straightforward.  But if you want to keep your business logic seperate, I would suggest using WebService or @RestResource and access those.

For realtime implentation you can use the StreamingAPI but there are some pretty severe limitations [1] to it that may hit you pretty hard if you have a lot of data flowing around.  You would probably be better off doing a semi-realtime polling option, or setting up a messaging system and having Salesforce send outbound messages to it.

As for Third-Party tools, there is no "Best."  I would look for whatever tool best meets your needs and not try to find one that solves all of your issue.

http://www.salesforce.com/developer/docs/api_streaming/Content/limits.htm


Hope this will help you. 

Thanks
karthik