Curved windows are a complete pain in the arse (by this I mean the rear window), because you gravity is not on your side. its really a two man job. The theory is that you should start from the middle and work out wards.
Cut the film 1-2cm bigger than the actual window to allow for the curve, and other errors like the film being slightly mis-aligned.
Use plenty of washing up liquid/water mix on the window and make sure its absolutly spotless
Apply it to the window by getting your mate to peel off the backing whilst you try to make it stick and try not to crease it (this is easier said than done).
Once you've stuck the film on to the window, you should be able to move it about until its in roughly the right position. if the curve on the window is not too severe, there should be no creases, and use a credit card, or squegie to push the water to the side of the glass...
With a sharp disposable blade, carefully cut around the window seal. make sure you do this precisely because otherwise it'll look crap.
Squegie again.
The edges of the windows where it has a gradiant style pattern will always look rubbish, if you've got a lot of time on your hands, get a fine pin and make tiny holes in the film around the outside of the window (every few Cm or so) and massage the air towards the holes... but this can give an uneven appearance so I wouldn't bother.
For side windows and door windows you're best off taking them off the car and doing them inside in a dust free space, its much easier.
I did my entire car twice because the first time all the windows looked rubbish, and it took me several attempts to get the back correct. All in it cost me about £75 (large back window, 4 door windows, and rear quaterlites)
With the side windows, don't worry about cutting the film to shape, just cut a big rectangle large enough to cover the window, and trim it later with a sharp nife... the nife needs to be very sharp, otherwise it rips the film and you'll have to start again.
HTH
Btw I've heard of the heat gun method to make the film stick to curved surfaces, but never done it myself, so I've ommitted it from my description.