As you might already know if you have played around in WSS 3.0 or MOSS, there are only a certain number of templates that are available when creating sites for your Site Collections.  However, after you have chosen a site template, you might find that you need more space for web parts.  Here is a quick demonstration on creating a web part page:

In the top right, go to Site Actions and choose Create from the drop-down.
 
On the next page, under the section Web Pages, simply click on Web Part Page.
 
You are almost finished.  Enter the name of the web part page you are creating, choose the desired layout, and then decide where you would like this web part page to be saved.  Click create.
 
Now you have created a web part page that can hold more web parts for your Site Collection.  Next I will discuss how to attach this page to a site in a site collection you have already created.