Within default SharePoint environment, SharePoint users are not allowed to change their passwords on their own. Therefore, you either write code for it or use web part to get it done.
In terms of writing code, I do not have any resource comes to my mind. However, as always, you can pay a visit to MSDN to find it by yourself.
If you want to use web part, then codeplex is a good place to go. I am using a web part called
SharePoint Password Change, it gives me more security which is valued in my company.