There's not much of a theory to get the idea of chord progression down. First you need to understand the structure of the major and minor keys, and what chords are made in those keys. I'll take the minor key first, since your interested in a sad song.

Well the minor key is made up of 7 notes, and each of those notes is a chord based on the key. I'm going to use the key of A minor and show you the chord structure within it.

Here's the A minor key chord structure:

Aminor - A C E
Bdiminished - B D F
Cmajor - C E G
Dminor - D F A
Eminor - E G B
Fmajor - F A C
Gmajor - G B D

Some common 4 chord progressions would be:
Cmaj - Eminor - Bdiminished - Aminor
Aminor - Eminor - Fmajor - Dminor
Eminor - Bdiminished - Cmajor - Aminor
Aminor- Fmajor - Gmajor - Cmajor
...and so on.

2 nice 3 chord progressions would be:
Dminor - Eminor - Aminor
Eminor - Bdiminished - Aminor

It really depends on how you want the music to flow. Here's some good points to follow, when you start a song always start on either the root (in this case A minor) or the 5th chord which is Eminor. Then flow through the chords to make your song. But always end on the root chord, which is A minor in this case. There are other exceptions, but I see your a beginner so work with this for now. As you begin to understand more about it, try different things.

For your questions:

The first question, I would say go with the flow of the music. You will know what chords to go to next, by thinking that chord sounds cool or that doesn't. Now changing from verse to chorus is just like making the chords in the verse. Say you use the Aminor - Eminor - Fmajor - Dminor chord progression for your verse. Play it however many times then you can go into the 3 note chord progression of Eminor - Bdiminished - Aminor. Now you have a chorus. An idea if you want to get back to the verse, you notice both end of A minor. If your playing the chord progression for the chorus say 4 times, the 4th time just play this Eminor - Bdiminished. Then go back into the verse starting with A minor.

Good bridge chords to start with in the case of A minor would be Fmaj, C major, or Eminor. That's just my opinion, try whatever you feel sounds good.

You can go to any chord within the scale your playing in, you will know where to go next. This structure will get help you understand how it all works.

For the second question, I don't know any sites where they illustrate chord progressions. I gave you some before, those are the most common I think, but mostly for Rock. I don't know what your into, if it's Funk I have no clue. But I'm sure if you go through what I said, you should see how to make your own chord progressions rather easily.

Also, if your looking for a sadder song based on chord progression. Try using alot of minor chords.

Playing this rather slow, Eminor- Bdiminished - A minor. I think you'll like this one, it's pretty sad.

Nice keys to write sad songs are D minor, G minor, and B minor. Or any other minor key. So try those.

Well I hope that helps you out man. Latr