I used this tutorial from Web Goddess for the sock monkey, but just ran across this tutorial from Craft with Confidence that I think is FAR cuter. It is very detailed and the little details she gives the monkeys gives them personality. Now I like a skinny tail, so I sewed my tail much thinner than they did in these tutorials.
The sock dolls I just sorta made up on my own using the same general concept as the sock monkeys. Here's an ok tutorial for a doll, but there's lots of things about it that I would change. I made my doll heads seperate from the sock body so that it had a more defined neck, but you could probably make the neck like Craft with Confidence's sock monkey tutorial. I used this tutorial by Made By Bedtime Tales for the yarn hair.