All stars start as a cloud of gas; a nebula. This condenses and, as long as it is more than about 5% the mass of the sun, it starts burning hydrogen into helium in its nuclear core. What happens once all the hydrogen is used up and converted to helium depends on the mass. The result can be a white dwarf, which is the suns fate in about 5 Billion years, a neutron star or a black hole. There may even be some interesting and exotic intermediate stages like quark stars. This image gives an interesting comparison of the sizes of some of our planets, the sun and various other stars. (image source for copyright details)
The life of a star is a constant battle to achieve equilibrium between the radiation pressure from the nuclear core that is trying to explode the star, and gravity that is trying to implode it. While they are balanced, the t=star is relatively stable. Once nuclear processes stop, the star reaches its final destiny! Try this NASA site for a very basic introduction. It also explains how we are truly made from star dust! This Cornell site also has a brief overview. Keele University has a very interesting overview of the entire life of a star of one solar mass, and one of ten solar masses. The University of California has a rather more technical treatment of the evolution of stars similar to the sun, and another for massive stars.