For those who want an extremely helpful guide on exegesis, perhaps the best online resource is Gordon-Conwell's Reference Manual for Interpreting the New Testament, compiled by various professors over the years. If I'm not mistaken, it was all pulled together by Greg Beale. The table of contents is as follows:
1. Preface
2. Translation
3. Grammatical Context
4. Textual Criticism
5. Lexical Analysis
6. Historical Context
7. The Gospels
Another useful reference for modern exegetical tools is Denver Seminary's Exegesis Bibliography.