Mapping your Google Sites website to your custom domain is fairly simple, really.  When you take out all of the technical terms (DNS, CNAME, subdomain, alias, etc...), mapping a Site to your custom domain is not all that complicated.  As I mentioned before, there are really just two parts to this whole thing:

1. You need to tell your registrar/DNS host where to send requests for your subdomains ("www", "mail", "sites", etc.) by entering the CNAME pointing to ghs.google.com
2. You also must tell Google what to do with requests to the subdomain specified in #1 through either your Site's "General" page, or your Google Apps control panel.

It's kind of like a telephone...  If you pick up the phone and dial your best friend's mobile number, it will only work if the telephone network knows which provider (ATT, Verizon, etc) is responsible for the number.  After that, the provider needs to know which of its customers has the number you've dialed.  If either of these pieces is missing, the call simply will not go through.

For the duration of this post, let's use the following assumptions:

1. Your domain is called "example.com"
2. GoDaddy is your DNS host / registrar
   
3. You are using the Google Apps version of Google Sites
4. You have built a site which you have named "mycoolsite"
5. You want visitors to see "mycoolsite" when they type www.example.com into their browsers
   

Based on these assumptions, you will need the following information available to properly map your Google Site to your domain:

1. Your Google Apps control panel URL:  http://www.google.com/a/example.com
2. Your Site URL:  http://sites.google.com/a/example.com/mycoolsite
3. Site Location:  mycoolsite
4. CNAME / Alias / Subdomain:  www