The basic method for marmalade making is to squeeze the juice out of the fruit, slice the peel, and boil both along with plenty of water to get the peel good and soft. Then you add the sugar and boil the hell out of it (this is a technical term) until it takes on the correct jammy texture. Raw orange peel is tough enough to make slicing it a bit of a chore, so one popular variation is to boil the fruit whole for a couple of hours, let it cool, and then scoop out the insides and slice the peel.
After you add the sugar, things get interesting fast. You need to keep the temperature fairly low while the sugar dissolves, and make sure every single crystal has dissolved before you turn it up. If there's the slightest bit of grittiness on the bottom of the pan, keep stirring over a low light until it's gone. When you do turn it up, do not take your eye off it for a moment. A pan of marmalade can boil over with very little warning, and burnt sugar is a pain to get out of a cooker top. Also, I once ruined a batch of marmalade by trying to divide my attention between it and an episode of Air Crash Investigation; the experience still rankles, so learn from my mistake.
Once it's boiled for 10-15 minutes, spoon a bit of the mixture onto a chilled plate and leave it for 60 seconds. Then test for a set by pushing it with your finger. If it wrinkles, it's turned into fully-fledged marmalade. If it doesn't, or if you're not sure the wrinkling is enough to count, boil it for another five minutes and test it again. When you're convinced it's ready, take the pan off the heat and leave it to stand for ten minutes or so before putting it in pots. This lets it set slightly so the peel will stay evenly distributed in the jars rather than all floating to the top.
The usual way a batch of marmalade goes wrong is if you let it burn on the bottom of the pan. I've heard about batches that absolutely refuse to set, but as long as you get the sugar quantity right you just have to boil it for a bit longer. Rather than throw away a whole batch when some of it catches on the bottom, I tip it out into a handy container, wasting only what's actually burned, and then find ways to use it up. My two favourite ways to use up marmalade are this luxury ham recipe and Marmalade Spice Cake.
Marmalade Spice Cake
Originally from the Dairy Book of Family Cookery, adapted by me to be a loaf cake.
Cream together 3 oz butter or margarine and 3 tablespoons golden syrup. When they're well mixed, add one egg and 2.5 tablespoons leftover marmalade. Beat thoroughly, then add 6 oz SR flour, sifted together with 0.5 teaspoons cinnamon, 0.25 teaspoons nutmeg, and a pinch of ground cloves. Mix well, then turn into a greased and lined 1lb loaf tin. Bake at 180 Celsius/350 Fahrenheit/Gas 4 for at least 45 minutes. It's cooked when a skewer inserted in the middle comes out clean.