I had a lot of fun recently getting my feet wet with JIT using GNU lightning. I highly recommend to check it out because it's quite small and doesn't require an industrial strength toolchain like LLVM. All you need to get started is on one page: http://www.gnu.org/software/lightning/manual/lightning.html
It would be nice to have a reference on how to create a JIT compiler. I seems like there really any system surveys of the subject equivalent to the "Dragon Book" for regular compilers.
In case you're curious, I built a working LISP compiler from it, but will have to refactor it soon; it has central flaws in handling (un)boxing. Anyway: https://github.com/mntmn/bomberjacket/blob/master/sledge/com...