SMD (surface mounted device) or SMT (surface mount technology; same thing) resistors are found mostly on devices where large scale integration is present. They generally use an alphanumeric numbering system.
For surface mount resistors, a numerical code is used. For 10% tolerance resistors, 3 numbers are used, for 1% resistors, 4 digits are used. The scheme is similar to color codes, in that the first two or three digits are the significant digits, and the last digit is the multiplier (expressed as an exponent of 10). This is easy to remember as "the first digits then as many zeros as the last digit after it" ohms. "683" for instance, represents 68 with three zeros after it: 68 000 = 68 kΩ. Likewise, "4991" represents 499 with 1 zero after it: 499 0 = 4.99 kΩ.
For small resistance values, an alternate notation is often used. For these, an R is used in place of the decimal. For example, 5R6 = 5.6 Ω.
When it comes to SMD/SMT capacitors... these are often not even labeled. If they are labeled, it is the same system as SMT resistors, but representing pF. Polarized capacitors are marked with a stripe on the positive end of the package, though some electrolytic SMT capacitors are marked on the negative end of the package. They are rectangular, and often black or tan colored. The black capacitors are easily mistaken for diodes due to the white stripe on one end...