Hi jinxie,
I don’t have experience with non-EU citizens so far. Here is the form for the NIE you have to fill in.http://www.mir.es/SGACAVT/modelos/extranjeria/modelos_extranje/ex_14.pdf
Every comunidad autonoma is different, but here is the advice I always give:
Fill in the form and then make a copy of it, also make copies of you passport, take the original with you and make sure you have some passport photos with you, just in case. You will have to go to the Policia Nacional office responsible for your area. In some places, you can do it with an appointment and in other places you will have to go there and queue up, which can take quite a while. The second way to get a NIE is in a Spanish embassy/consulate in your home country, but I seem to remember that it costs extra.
Hope you find it helpful.