Behold, the AstroMundus PhD Guide! The guide covers everything from the application process in different countries to interview advice. Credit is also due to the IAYC Alumni who helped a lot.
For the US and Canada, here is an incredibly useful list of all the universities which do and do not require the GRE.
Duncan Forgan has written 7 guides beginning with choosing the PhD itself and ending with the viva.
I also found these articles by Dalcash Dvinsky to be rather good. There is one about conferences, and another is a guide on writing a PhD Thesis.
If you think that a PhD might not be for you, you might also want to think about getting a job in astronomy without a PhD.