Although making texture maps can be quite rewarding, I wonder how one can make a procedural shader.

I understand procedural shaders as shaders opposed to "regular" texture-mapped shaders. It would be nice to have a marble shaders, or a brick wall shader, without making the texture file.

Is it hard to make a good procedural shader and last, how do I make one?

I'll go search about this topic on the web, but please feel free to share your knowledge. I'd love to learn about procedural shaders!