Writing Dialogue

Speech is a pain for me, I'm never sure what the correct thing to do is.

Where do I stand on capitols, commas and periods? What happens when I use exclamation or question marks? Does anyone understand what I'm talking about? Or am I merely rambling?

For example which of these is correct (if any)

1) "Hello." Said Bob. "It's a nice day isn't it?"
2) "Hello," said Bob, "It's a nice day isn't it?
3) "Hello," said Bob, "it's a nice day isn't it?"

They are mainly subtle differences (except probably on number one), but I would like to know who to correctly lay out speech in my writing so I don't seem to be a moron.

Thank you.

"Hello," said Bob. "It's a nice day, isn't it?"

Voila.

If it's a continuing on of speech, then you use another comma. Thus: "What," said Bob, "is the day like?"

Correct me if I've been doing it wrong for ages.

Twit's right. The first example that you had made me twitch and want to curl up and die.

I made this... hopefully it'll be helpful?

http://snoink.com/kn/writing/mechanics/1.php

Or you can add details before continuing.

"What," said Bob, tugging absentmindedly at his large, golden fish, "is the day like?"

Don't mind the bizarre nature of the insert, though.