LaunchDaemons are the Mac OS X equivalent of init.d scripts on most Linux systems. I keep mine collected in the root LaunchDaemons folder at /Library/LaunchDaemons. LaunchDaemons are simply xml plist configuration files which indicate the how, where, and when to start a server which daemonizes at startup. Here's one for Redis:
Redis LaunchDaemonLaunchDaemon Gist
The important lines to note are 9 and 10, under ProgramArguments. The first line is where I built the Redis server and placed it on my system. Yours may be in a different location entirely. The second is the configuration I use. If you are using the default you can probably skip that line.
In either case, you should change the working directory to the path in which you have Redis built so that the default configuration is used, relative to the server command.
Overall, the LaunchDaemon is simple despite being foreign to most of us used to creating init.d scripts. I'll have one up for MongoDB shortly.