I second the suggestion about the Square Foot Gardening book. I used it this year, following it to the letter, and despite being my first year of growing veggies it worked wonderfully. There's only two of us, and I grew the veggies in a 3 small raised beds and a few pots, so I did grow a little bit of a lot of things. I was amazed by the amount of veggies I managed to grow with this method.
If you have little space, you'll need to be careful about your choice of veggies, and of varieties. Give precedence to veggies that do not require too much space and/or too much time. For instance, next year I won't grow peppers because they did well but each plant sat on its square foot of raised bed from May to October producing two or three peppers; instead, say, the vine tomato plants grew in the same space and produced a ton of tomatoes over more than two months - a much better return.
Some oriental vegetables such as bok choys and komatsuna will grow really quickly, and taste even better if harvested while still small; you can get a harvest every 4 weeks.
For more traditional brassicas, cabbages seem to do well and require little space; broccoli (I grew Chevalier) were great but took a massive amount of room and again they take several months to grow and you only get about 4 portions out of it. I found that Tenderstem broccoli, if you like them, have a way more compact growing habit and kept producing for a long time.
Maximize vertical space; if you provide good support, vine tomatoes, peas (particularly snap peas and mangetout) and french beans can offer a great harvest using only a small planting area.
Finally, be organized. Plants should be out in the beds only for the time it is necessary. If you're growing veggies that don't mind being transplanted, make sure you always have some small plants ready to replace the ones you're about to harvest.