My first attempt failed. It stopped producing bubbles and started smelling very sour.

I did some checking and discovered that the airing cupboard where it was living was topping out at 40 degrees celsius, so far too warm for bread yeast. I assume the heat killed it.

I was also using some crappy generic white flour. I started again yesterday, with some better flour (part white, part rye). I'm following a slightly different technique, with a much drier starter:

http://sourdough.com/blog/sourdom/beginners-blog-starter-scratch

(at least it has pictures to compare against)