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Has anyone grown red cabbage before? I've never grown any sort of cabbage, but love spicy red cabbage and would like to grow them for next year. Any advice?

I grew them for the first time this year. Pretty easy (read: I can't remember what I did, but probably just followed the instructions on the packet) but grow a lot more of them than you think you'll need. About half of mine didn't form heads, a few formed quite small heads and just one was a monster that kept me going for about a month (only one cabbage eater in this house).

Oh, and I spent quite a lot of time picking slugs, snails and caterpillars out of them too.

Very strange. My garden is the slug capital of the world, my green cabbages are slug hotels despite having copper rings around the stems, but my red cabbage is as clean as clean with no special treatment.
They are very easy to grow Henwoman, just transplant from your seedbed and wait until they are big enough to eat, that's it.

red cabbage really easy - but you do have to fend off slugs and caterpillars

As everyone says they are quite straightforward, the only thing I'd say is, assuming you want to be eating them around November/December time, is don't sow too early otherwise they will be ready September/October. I sow in London around 2nd week of May, this has the added advantage that they can be planted after early crops such as broad beans, peas, garlic or even onions.