In the first of my "concepts" posts, I briefly mentioned pronunciation, and linked to a couple of videos to demonstrate the four tones of Mandarin:

• China-8.com Chinese Lesson: Pinyin Tones (1 min 15 sec)
• Chinese sample lesson 1 - tones (5 mins 14 sec)

While I had trouble with the tones at first, I mostly have the hang of them now, in isolation. However! Syllables are not pronounced in isolation. In actual speech, certain changes take place when syllables come together to form words — and note that these phenomena occur in many languages (not just Mandarin) and in many aspects of pronunciation (not just tones).

The way that the tone of a syllable changes depending on its neighbours is known as tone sandhi, and in Mandarin it's governed by a number of rules. Perhaps the most apparent of these to the non-native speaker is the rule that deals with two third tones (falling-rising tones) in succession — the first of these tones becomes a second (rising) tone, and the second of them has its latter (rising) part de-emphasised. This is why the greeting 你好 is pronounced as "ní hǎo" even though the actual pinyin is "nǐ hǎo", and why the "ants" (螞蟻) in ants climbing a tree are pronounced as "má yǐ" rather than "mǎ yǐ". Note that the pinyin spellings remain unchanged, though.

Mandarin has several other tone sandhi rules, and there are a number of pages on the web which list them; here's one with embedded audio examples. The Sinosplice blog also has an interesting post on another way of thinking about Mandarin tones.

If you only want to learn to read menus, you don't actually need to know about this stuff. But I do think it's interesting! Not to mention that being able to pronounce the name of a dish as well as point to it will increase the chances of you actually getting what you intended to order...