To FCE students: see the comment on December 1's posting by Claudia Ceraso. She is an English teacher in Buenos Aires and has created a special blog for FCE students.
Click to see her page on Phrasal Verbs. Read her advice. It's quite a long posting and is full of useful advice, with plenty of links.
Here's a good example: the Phrasal Verb Demon. It tells you almost everything you need to know about this large subject.
As always, please leave a comment on the Blog after visiting a site.