Everyone I've tried to teach grammar to has lasted about a day with me before jumping ship. Maybe I've just never had a good student! :)

I wanted to add one more rule to this, because it was done incorrectly once in the comments above. ^

If you have punctuation at the end of a bit of dialogue that isn't a period (like a question mark or an exclamation point) you leave that in the dialogue and put a period at the end of your "he said" tag. So you'd have sentences like:

"Can you help me with this?" she asked.

"Of course!" he replied.

And if you don't have a tag, it works pretty much the same way that full stops do:

"Can you help me with this?" She looked upset.

He slung an arm around her shoulders. "Of course!"