How should I draw a singly/double linked list?

Here's a possible solution using TikZ: I used multipart rectangles for the double nodes and a chain to place the nodes.

\documentclass{article}
\usepackage{tikz}
\usetikzlibrary{calc,shapes.multipart,chains,arrows}

\begin{document}

\begin{tikzpicture}[list/.style={rectangle split, rectangle split parts=2,
    draw, rectangle split horizontal}, >=stealth, start chain]

  \node[list,on chain] (A) {12};
  \node[list,on chain] (B) {99};
  \node[list,on chain] (C) {37};
  \node[on chain,draw,inner sep=6pt] (D) {};
  \draw (D.north east) -- (D.south west);
  \draw (D.north west) -- (D.south east);
  \draw[*->] let \p1 = (A.two), \p2 = (A.center) in (\x1,\y2) -- (B);
  \draw[*->] let \p1 = (B.two), \p2 = (B.center) in (\x1,\y2) -- (C);
  \draw[*->] let \p1 = (C.two), \p2 = (C.center) in (\x1,\y2) -- (D);
\end{tikzpicture}

\end{document}

Users only need to modify the following values and keep the names remain unchanged.

% user defined data
\def\list{12,99,37}% list of elements
\const{_W}{2}% node width
\const{_H}{1}% node height
\const{_D}{1.5}% arrow length

\documentclass[pstricks,border=3pt]{standalone}
\usepackage{pstricks-add,fp}
\psset{dimen=middle}

\makeatletter
\newcommand\const[3][\FPeval]{% #1=method, #2=name, #3=data
   \expandafter#1\csname#2\endcsname{#3}%
   \begingroup\edef\x{\endgroup
     \noexpand\pstVerb{/#2 \csname#2\endcsname\space def}}\x
}

\newcount\const@count
\def\FPnset#1#2{%
  \const@count=\z@
  \@for\next:=#2\do{\advance\const@count\@ne}%
  \edef#1{\number\const@count}%
}
\makeatother



% user defined data
\def\list{12,99,37}% list of elements
\const{_W}{2}% node width
\const{_H}{1}% node height
\const{_D}{1.5}% arrow length


% internal used constants
\const[\FPnset]{_N}{\list}% number of nodes
\const{_QW}{_W/4}
\const{_HW}{_W/2}
\const{_TQW}{3*_W/4}
\const{_HH}{_H/2}
\const{_NL}{_TQW+_D}

\const{CanvasHeight}{_H}% Canvas Height = _H
\const{CanvasWidth}{_NL * _N + _HW}% Canvas Width = _NL*_N+_HW

\def\node#1#2{%   
    \rput(!_NL #2 mul 0){%
        \psframe(!_W _H)%
        \rput(!_QW _HH){#1}%
        \psline(!_HW 0)(!_HW _H)%
        \psline[arrowscale=2]{*->}(!_TQW _HH)(!_NL _HH)%     
    }}

\def\finish{%   
    \rput(!_NL _N mul 0){%
        \psframe(!_HW _H)%
        \psline(!_HW _H)%
        \psline(!0 _H)(!_HW 0)%  
    }}

\def\DrawLinkedList{%
\begin{pspicture}(\CanvasWidth,\CanvasHeight)
    \psforeach{\i}{\list}{\node{\i}{\the\psLoopIndex}}\finish
\end{pspicture}}


\begin{document}

\DrawLinkedList

\end{document}

Graphviz is an easy-to-use tool that lets one specify graphs without worrying too much about how they appear. The dot language is easy. Here is a singly-linked list:

foo -> bar
bar -> baz
baz -> qux

Making this bidirectional is almost as easy. You could specify that each node is bidirectional. Even easier, specify that all nodes are bidirectional:

edge [dir=both]
foo -> bar
bar -> baz
baz -> qux

There are a number of avenues to import your .dot file as a graphic in your LaTeX document. If you are using pdflatex, pipe the output of the dot command (specifying output format=ps) that comes with graphviz to ps2pdf to generate a .pdf file. You can \includegraphics this .pdf into your document.

Don't like the mixed up fonts that result? Use dot2text to convert the .dot file to latex as a series of pstricks commands.