how to make 404 page

Hey all, I was wondering if anyone has a tutorial, or knows more detailed way on how to make pages 404. So why do I need to know this? Because, I bought an aged domain, and I want to do 301 redirects, I know of one WordPress plugin redirection that helps me with it. But it's got some pages...

I hate writing intros. (me writing an intro) Default 404 pages are ugly, and if you make your custom WordPress theme, it will not be styled at all. It doesn't look pretty, right? Working with a lot of WordPress themes, I found that sometimes I need something else on the 404...