Slides are a built-in part of Latex2e (see below). But the easiest way to make really nice looking slides is to use the beamer class.

Beamer

You can get beamer.cls from "the usual places", and it has extensive and detailed documentation. Basic usage is very easy, do:

\documentclass[handout]{beamer}
\begin{document}
 ...
\end{document}

Put the content of each slide inside a \frame{...} command, and run LaTeX as usual. It is easy to produce printed versions of the slides for handouts, etc. See the documentation that comes with beamer.

See the test file (TestFile)for examples, and TestFile.pdf for what this will produce.

The Old Fashioned Way

If you can't be bothered getting and using beamer, put the following at the top of the preamble:

\documentclass[a4paper]{slides}

Slides are then generated by the \begin{slide} ... \end{slide} environment:

\begin{slide}
\begin{center}Slides in Latex\end{center}
\begin{itemize}
\item They're big
\item They're readable
\end{itemize}
\end{slide}