Has anyone here implemented SB? What is a good way to do it and do you have any tips/advice for someone that wants to have a go at it himself? Thanks.

This thread (still active) discusses some ideas

I'd also recommend checking out the book "Programming Game Ai By Example," which devotes a lot of time to the subject

As stated in the other thread, check out Chris Reynolds work (clicky).

Mat's book (game ai by example) is a really nice introduction, with full source code and interesting demos, you should pick up this book.

Feel free to post more specific questions

The main thing that I want to know now is how to build the classes and stuff. I mean , should I have a "car" class, that containes a "steering" class that does all the calculations? Any tips about the implementation would be great.
Thanks.

Your implementation of a steering behaviour is as a control system for a dynamic process. You should design it as such. Therefore, you want an object that is to be controlled and an object to do the controlling. These two, taken together, define your controlled process.

Cheers,

Timkin