Identifying caterpillars can be really tricky, even for specialist scientists! A good website to get you started is the Identifying Australian Caterpillars. (Scroll down on the page to ‘Family Identification’).
To identify adults, there are a range of great pictures here, here, and here.
For an online key to family level, click here.
Field guide books can be purchased from CSIRO (or you might find them in your local museum shop or large book store). There is a Field Guide to Australian Butterflies and a Guide to Australian Moths.