I make either oval (though sometimes they are very nearly rectangular) or round rugs.
I looked all around the Internet hoping to find a great tutorial that I could link to but did not find one at least not one that did it the way that I do. I didn't take pictures of every step but I will try to explain the process quickly and then if there is interest I will try to do a detailed tutorial later.
To make a denim rag rug you will need a lot of pairs of old jeans. I love that for this project you can use stained ones, the stain might at times show a bit but I don't find it very noticeable in a rug.
Start cutting all your jeans in strips about 1 inch wide. Then to attach them together I cut a one inch long slit (lengthwise) in the each end of the strips. Then you lay the end of one strip over the top of the end of another strip with the holes aligned. Then take the other end of the strip that is laying on top and from the bottom pull that strip through the slits. Carefully pull it tight and it will make a very strong and not very noticeable joint.
You can get a lot attached together before you start crocheting (and wind the strip in a ball) or you can join the strips together as you need them.
Now you are ready to start crocheting.
To make the rug just continue to go around and around that middle section. On the ends you will need to add in stitches as needed so that you can always keep the rug laying flat. On the sides you can just make one stitch in each stitch. If you want you can change colors every so often to make stripes.
When you get it as big as you desire then simple finish off and secure your ends.
The biggest things you need to watch for when making these rugs is that you do add enough extra stitches in the ends so that it doesn't turn into a bowl but that you also don't add in to many stitches and make it wavy.
If you have any questions feel free to leave them in the comments!
Here is a link I found with directions for a very similar rug to mine. (Which if you can't understand my instructions maybe these will help.)