When I tried to, I managed to burn a bootloader using mega-isp with some pains.
Therefore, I found out that the non-playground page on it could seriously use some improvement.
The page in question is:http://arduino.cc/en/Tutorial/ArduinoISP
It ignores the auto-reset problem, which is now properly covered in:http://www.arduino.cc/playground/Code/MegaISP
That page could be linked from the non-playground one.
Setting that aside, it would be nice to list proper SCK/MISO/MOSI pins to use for every official Arduino board as a programmer and as the target, or link to an article that does (which I haven't found to exist).
Besides the documentation issue, Arduino and avrdude could be improved to handle using auto-resetting devices as programmers properly as now suggested in the MegaISP playground page.
Another improvement on the software side would be allowing to use an AVR programmer (like arduinoISP) to upload sketches from the IDE, for easily management of bootloader-less devices.