sorry. there is no guide outside the source code and amazon's documentation,
I generally recommend looking at the test cases for usage example, or posting to the jclouds-dev google group, as I'm better at following-up there, and also others can benefit from the questions. The more interesting test case to view is SpotInstanceClientLiveTest, which uses the api directly and AWSEC2ComputeServiceLiveTest.testExtendedOptionsAndLogin() which uses the spot price option on the portable interface.
In the code, AWSEC2CreateNodesInGroupThenAddToSet actually manages creating the spot instance request. The way jclouds manages this is that it looks for both regular reservations and also spot requests when listing nodes. The convergence of these 2 is what you'll see in a listNodes command (AWSEC2ListNodesStrategy ex. does these multiple listings in parallel)
If there's an error on the parameters requesting nodes, you'll receive an HttpResponseException in the 400 range from ec2 itself. The other condition you should be aware of is when the spot request goes through, but perhaps takes longer to provision the nodes than the jclouds default timeout (jclouds.compute.timeout.node-running), something I've not seen happen.
I've added some of these notes here, and feel free to revise: http://code.google.com/p/jclouds/wiki/EC2
Backtype were the first users of the Spot Price feature, last year. I can connect you, if you want some behavioral experience with this in the wild. Cheers!