I am not looking for frameworks or tools, but for advice how to get from a rough idea to a nice DSL.
Martin Fowler's work-in-progress "Domain Specific Languages" includes a nice example in its introductory chapter (substantial parts of the book are available online). His related bliki page is also worth reading, and includes some links to other resources.
Among non-Fowler sources, Jeremy Miller's patterns and practices article "Internal Domain Specific Languages" is available on the web. (Ok, he's not exactly a non-Fowler source.)