The HL2 level changes are the same as in HL1 so I'll just refer you to that. This tut is about dealing with the bugs brought along with HL2

HL1 level change tutorial: www.snarkpit.com/editing.php?page=tutorials&game=HL&id=132

With HL2 there are two (known) bugs:

Bug 1: No matter where you put your info_landmark it will always spawn on the origin. However, the excellent Team Deathmatch tutorial here gave me an idea for the solution:

1. Put the info_landmark where you want the player to be when your level changes
   
   EDIT: I still haven't figured out how to, for instance, enter, exit and then return to the level - I think it may have something to wth filters, or maybe having two teleports - one for the entrance to the level which deactivates itself and activates the second teleport that will take you to the exit after it teleports you
   
   
2. On the orgin make a little room. Covering the origin have a trigger_teleport and, you guessed it, set its target to the landmark!

Bug 2: For some reason there always has to be another trigger_changelevel that you can get back to the previous one. So simply place the changelevel where the player can't get to if you don't want them going back!