Now, most phones nowadays have cameras, and with special apps, you can easily turn your phone into a QR code scanner.
I have QR Droid (Get it here) installed on my Samsung Galaxy S2, and find it quite useful, as these codes are popping up more and more out there!
Here is an example of one:
If the scanning app you use allows it, it will automatically turn phone numbers and website addresses into clickable links.
A good place to generate these codes for yourself is here
WARNING: As you can imagine, people can generate these codes that contains links to malicious websites for example, so do not scan a code from a site or place you don't trust!
As for QR Droid, which I use, it is very straightforward and simple to use. It gives you options to scan a new code with your phone's camera, use a saved image on your phone, from a image URL, or you can even enter in a bar code (yes it scans normal bar codes as well...)