When you get done coding and testing your shiny new app, you'll still have a couple of steps left to make it ready for prime time. There are plenty of ways to learn about signing APK files, but I found XDA Senior Member Nikwen's guide to give just enough of an overview without getting bogged down in the details.

You can drill down to the gritty details of the process by reading the manual. There are two big developer references put out by Google, one on signing your application and the other on using the zip align tool. Signing an app is a requirement for release. Zip aligning is not, but it does help to optimize the APK file, so it's highly recommended. Just make sure that you do the aligning after the file is compiled and signed.

Those not wanting to spend an hour reading can watch Nikwen walk through the process in ten easy and illustrated steps in the original forum thread. He uses Eclipse for the task. The guide gets down to business with steps six and seven, which create the new key. This is also where you put your makers mark on the product by assigning your name, company, address, and how long the signed package will be able to be installed (in years) to the finalized file.