There exists a wonderful book with an illustrated key to the more common protists you can find in freshwater: Free-Living Freshwater Protozoa by Paddy Patterson. However, as many good things in life, it is out of print and thus very expensive (though relatively cheap-ish in the above link at the time of writing this). However, it is an excellent guide to stuff you can find under the microscope, especially as an introduction. Pretty pictures are key to learning basic ID -- after all, no amateur birder uses text-based dichotomous keys. Actually, most of us modern biologists avoid dichotomous keys like the plague as well. Personally, I just Google random crap until something reasonable comes up. Or ask an expert. I'm lazy, don't do as I do!
Today, however, is our lucky day! Recently, I found that a kind soul has anonymously posted scans online -- which has since been converted to a searchable PDF and is hosted on my Google docs! Come check it out and download a copy. Happy microadventuring!
While we're at it, let's oogle at a couple ciliates. These guys come from some fairly anoxic (low oxygen -- think 'stinky') silt in the intertidal. There are plenty of various weird critters, including small flagellates, some of which are rare -- and some of which seem to have never been documented before! But that should come later. For now, here's a cute scuticociliate, a scuttle-y little ciliate that can jump fairly impressive distances. And often has a "sail" of long cilia along its mouth. Not as easy to see in the case below, but the surface ciliature turned out kinda cool!
And here are its innards. The clear spot to the right is the macronucleus, and the blobs are probably storage granules of some sort.
In anoxic samples, you often get to see some amazing close relationships between protists and bacteria. Endosymbionts thrive inside the cells, and episymbionts huddle on the surface. The exact nature of these relationships needs in-depth study, but one can guess that usually some sort of chemical exchange happens, especially since your average eukaryote is more or less hopelessly addicted to oxygen. Here's an oddly-shaped flat ciliate (fun to watch, kinda like a flattened... paddle, I guess, without the handle?):
And here we have its surface. See the very fine rods arranged in semi-organised pattern? Those are episymbiotic bacteria! They live and multiply on the surface of the cell, and some eukaryotes even have structures that enable better attachment of their companions -- Streblomastix provides a stunning example.
And last but not least, just to have _something_ freshwater in here, here's a stichotrich (ciliate). They're always gorgeous and photogenic. This one's been nibbling on algae. I believe it's Tetmemena sp. -- the genus name is fun because it has a 'meme' in it.