If you are a new player and want to learn how to farm gold you will want to check this video. This is really a guide for how to farm gold and demonic essences, though with an emphasis on gold farming.
This is really better for people who are new, don't have much going for themselves in game yet, and cannot or will not use the real money auction house. Unfortunately with the state of the economy in Diablo 3, especially after the patch 1.08 gold dupe fiasco which Blizzard refused to address, a few million gold per hour really isn't going to do a whole lot for you.
For those of you who are purists, or who have whatever other reasons to not buy gold or items, this is something you should really watch.