For a lot of people, dither is like transmission fluid: you've been told you need it, you've accepted that, and that's really as much as you want to know. For those that care to know more though, iZotope has put together this free guide.
The only thing less exciting than learning about dithering is probably a documentary on the history of long division. Therefore, in what could be a futile attempt to make this more entertaining, we've titled each section using a lyric from a song. You probably never knew there were so many songs about dithering, noise shaping, and bits.
Make sure to download the accompanying sound example files from the Ozone Support page at izotope.com/products/audio/ozone/support.asp.
A PDF version of this guide is also available at the address above.