http://www.indiana.edu/~statmath/stat/all/cat/index.html

An extensive document by Choong-Geun Chung, Indiana University (available in HTML, pdf or web-based tutorial form) covering the following: Logistic Regression with SPSS
Probit Regression with SPSS
Multinominal Logit Regression (GENLOG procedure)
Conditional Logistic Regression (COXREG procedure)

Link added: May 1, 2002