Riolu, Eevee, Feebas, Dratini, Gible, etc are also valuable. :)
How to use the website? The information on bulbapedia should help you get started. When I played the global link site, I played the Pelipper game a lot, which is the only game I liked. :( You can keep running through the forest / other areas to 'flush out' dream world ability Pokemon, but sooner or later the area becomes empty. Different areas give different Pokemon. Also, the higher your points, the more rare Pokemon you may find.
When you're done looking for everything, you go to the tree at the end of the area and pick the best one. Wake up your Pokemon, send the dream Pokemon to your game and pick up the dream Pokemon by going to the Entralink forest. I haven't spent a lot of time in the Entralink, but I think it's pretty straightforward. Your pokeballs work 100% of the time. Gender is locked the moment you selected it on the site, but you should be able to soft reset (turn off and keep trying) to get a good nature.
Lemme know if those links help or if I need to get the information on another source. :]