Contact the pilgrim's office in Oslo before you go to get up to date information on the route, an accommodation guide (with phone numbers so you can call ahead) and a pilgrim stamp book (you can collect stamps from various places along the way).
At the time I went the Eastern route (via Hamar and Lillehammer) was the only path which was being maintained. (Although Alison Raju's Cicerone guide book mentions a Western route).
Accommodation is available along the way. There are also some cheaper and free places to stay but they will be basic. Norway is expensive so if you are on a budget then camping is a good option and will give you more flexibility to your days. The camping laws are much more relaxed than in England and you can camp most places as long as its not near a building or on cultivated land.
Dovre can get cold, there is permanent ice around some of the rivers through the higher ground on the way. It is possible to see Musk Oxen around Dovre although I wasn't lucky enough (I was told to ask the locals where you could find them).
Currently there is only one guidebook in English (by Alison Raju) although there are some in Norwegian. At the moment (March 2012) it is not in print but I believe that it this will be updated this year.
If you take a rock from home you can leave it at Allmannroysa.
There is another English language account of the walk with some good information about the route: http://www.ancientmusic.co.uk/pilgrim/Norway/olavs_way_hints.html
And a video portrait made about the route in 2008: http://www.vimeo.com/11175355