I don't know of any sites that show how to put in the sleeves, that that doesn't mean they don't exist.
What I do is use a bar from the body and a stitch from the sleeve to mattress stitch one to the other. This is done on the front side, by the way. I usually tie the top of the sleeve to the seam of the shoulder and tie the ends of the sleeve to the underarms and work from the top seam down--again to leave any wonkiness in the armpit.
I just did a quick check, and Knitty has an article on seaming sleeves to the body. Scroll down for the mattress technique.