I've seen people rocket and sticky jump, but make incredible turns in the air. In Team Fortress 2, for example, I've seen people on 2Fort jump out of one side of the battlements, do a 180, and land in the other side. Is this an example of strafe jumping? How is it done?
Yes, that is strafe jumping.
If you hold down one of the strafe keys, and at the same time move your mouse in the same direction, you will move through the air in that direction.
You should be able to find some "surf" maps to help train your strafe jumping.
I forgot that there are also "klimberz" maps to train on. You can search Google for "KZ Maps". Since CS:S uses the same physics engine, you may be able to train your strafe jumping there.