I've tinkered with a bit of high speed photography (catching a water drop with low power flash in a dark room) and had success, but mostly through the volume of trials. I've got a shot in mind (I'd like to drop an Oreo into a glass of milk), and I'd like to minimize the number of tries it takes to work.
What techniques are there to help capture such shots?
UPDATE: Regarding the answers below, they touch on how to do high speed photography, but I was really hoping for a detailed technique for triggering the flash that was more than luck and at least more detailed than a link elsewhere. I may be hoping for too much, time will tell.