Ever wonder how they make your camera lenses? Want to see what the guts look like? I ran across a neat video posted on YouTube that shows how TV camera lenses are made, from glass cutting, to grinding, to coating, to assembly. The video is a clip from the Science Channel's How It's Made show — a favorite among engineers and other curios folks such as myself.
SLR camera lenses are probably a bit different in anatomy and construction, but the basic concept is the same. Most of the higher-end lens makers are also probably a bit more automated in their process, but again, the concept is the same.
The Sigma site also has a good lens overview page that details various lens constructions. They explain things like aspherical lenses, APO lenses, optical stabilizers, inner focus versus rear focus, floating elements, dual focus systems, and zoom macros. There are some good pictures to go along with the descriptions, so it's pretty easy to follow.
If you want to go back to the basics, try looking at some of the information and links in Wikipedia's Optical Lens page. That covers the single lens element fairly well, plus there are a bunch of links to more specific categories.
So next time you're planning on buying a lens, you may have a better understanding (and acceptance) of the price tag attached to it.