I can only speak with experience using an ASIC (A2 Terminator's) and CGMiner, but it's really pretty simple - you just install the wallet for whatever coin you're going to mine, and configure the RPC port, make sure that server is set in it's .conf file and that it allows the IP address of your hardware. Then on the miner, just point it to the RPC IP and port where the wallet is running - and that's it! Assuming you have everything setup correctly, it should be mining away, and if you look at CGMiner's stats, you should see it getting works, etc.
Each client is slightly different, so there's no one-size-fits-all way to get them running, but once you follow the instructions to get one one, and have it working - all of the others are almost the same, with maybe a few tweaks here and there to get them working.
It's also worth noting that I had problems pointing more than one Terminator at a wallet, so in general just assume you can only point one machine at them - or if you want to use more, you'll have to setup a pool (like P2Pool) - but that is a story for another day.
Hope that helps!