Right now I'm working on a patio and the retaining walls are next. I've been lurking on this site for over a year and have read the threads all the way back.
Do a search for debzone8 and look at her walls. She made each brick and mortared them together. They are only a couple courses high.
Do a search for wendy2shoes and check out her rocks.
My plan is to make a rock retaining wall and mortar them together. I'm not sure yet if I will be pouring a footing or driving rebar into the ground and spearing each rock over the rebar.
I don't plan on putting peat in the rock recipe. That will make the rocks heavier and better for a retaining wall. This is what I've learned in the past year. I'm still a few months away from starting it though, so can't give you pictures or any better advice. Hope that helps.

How high is your wall? Answers will be different for inches than for feet. In my county, anything higher than three feet requires an engineer's sign-off.

What are you retaining, dry or wet dirt, sand, trees, bushes, etc.?