This is the official Cyanogenmod wiki where shows how to root and udpate the android phone to the last version.
They have specific wiki for most of the android phones. I have a HTC Hero (GSM), here is the tutorial about how to full udpate it.
For now android 2.3 (Gingerbread) is stil the beta version. I will wait until it is finally full released to do it. Then I will update this post with all the steps.