make sure you have medium and large circle hooks for catfish, they tend to spit j's and trebles out if they feel them. livers for catfish, preferably straight out of the tub and thawed to ambient temperature. many people like to make liver bags from panty hose, which makes casting much easier, but i have better luck without. use a large sinker for cats, about 30'' from the hook. that will drop it to the bottom, but allow the fish to play with it and let it float (which looks safer, more appealing to the fish).
it's best to filet/clean fish on the spot, as rory said. big difference in flavor, but it's not mandatory. if you have a bucket or cooler, you can either fill it with water or ice. water will keep them alive, ice will help keep them fresh til you get home.
if you're good at casting, and in an area with largemouth bass, spinner baits work very well. reel vigorously, bass hit hard, and have short attention spans. most bass are caught within a few seconds of bait hitting the water (striper are another story). if you're going to go with artificial worms, i recommend tomato worms (the name varies, but the worms are bright tomato red with green, black, and silver sparkles). use a carolina rig, and when you get a hit, jerk hard to set the hook. bass are fast and smart, and if you don't get the hook set, they'll either swallow it or spit it out (usually the latter).
crappie are fun and easy, and minnows or small shad work best for me. if i want a lot of fish fast, i go for crappie; where's there's one, there's dozens. find an island, or a secluded cove, and (if you have a depth finder/fish finder, look for a steep drop, or an area full of submerged trees). my trick is simple, and sportsman hate seeing me do it... i set the line and lock the reel so that the bait is about 6' submerged, and let it sit. hook the minnow lengthwise through the back, or through the jaw (this may take practice; if the bait dies, the fish won't want it). when you see the rod twitch, immediately pull the rod straight up. if you hesitate or wait, they'll suck the minnow off the hook, and leave you hanging. crappie are fast and cunning, aggressive, but prudent. i keep anything the size of my hand or larger (about 8'' long from lip to tip, nearly an inch in diameter), and though they're small, i prefer to filet them. if you get into the school, you can catch 30-50 in an hour.
bream, or bluegill, are probably the easiest. use a small j-hook, and bait with a small bit of worm (half the size of a marble once on the hook). put a weight or two about a foot/foot and a half above the hook, and set a bobber at two feet from the hook. cast to the sides of docks, in water 4-8 feet deep. if they're there and biting, you'll pull them in one after another.
there were a couple of other things i wanted to say, but i forgot... stoner moment...
good luck!