For FreeBSD, you can start with the handbook's installation guide. They tend to overcomplicate things, in an effort, I guess, to cover all bases, but it's fairly straightforward.
http://www.freebsd.org/doc/handbook/bsdinstall.html
As for a step by step through it, well, other sections are also not bad for getting started.
http://www5.us.freebsd.org/doc/handbook/ is the main page, and after the installing part, it takes you through some basics. It's not always up to date and sometimes leaves out things that are helpful to know, but it's a start.