I bought one of these OLED from ebay for ~$5. I used this page as a guide for the wiring and code:

https://github.com/jandelgado/arduino/wiki/SSD1306-based-OLED-connected-to-Arduino

The Arduino communicates using the SPI

I have the wiring as follows

OLED - Arduino pin - AVR pin (PORTB) - Function

D0 - Pin 13 - B5 - MISO

D1 - Pin 11 - B3 - CLOCK

RST - Pin 8 - B0 - RESET

DC - Pin 9 - B1 - Data/Command

CS - Pin 10 - B2 - Chip select

First I set-up the AVR peripherals (using http://brittonkerin.com/cduino/lessons.html as a guide for uart). UART is used for debugging:

setup_uart:
    ldi        r16, low(bittimer)
    sts        UBRR0L, r16
    ldi        r16, high(bittimer)
    sts        UBRR0H, r16
    ldi        r16, (3<<UCSZ00)
    sts        UCSR0C, r16
    ldi        r16, (1<<RXEN0)|(1<<TXEN0)
    sts        UCSR0B, r16
    ret

To send a byte over uart I store it in r16 and invoke the tx_uart subroutine

tx_uart:
	lds	r17, UCSR0A
	sbrs	r17, UDRE0
	rjmp	tx_uart
	sts	UDR0, r16
	ret

setup_spi:
	ldi		r16, (1<<5)|(1<<3)|(1<<rst)|(1<<cs)|(1<<dc)
	out		DDRB, r16
	ldi		r16, (1<<SPE)|(1<<MSTR)
	out		SPCR,r16
	ldi		r16, (1<<SPI2X)
	out		SPSR, r16
	ret

spi_send:
	out	spdr, r20
wait_sprs:
	in	r16, SPSR
	sbrs	r16, SPIF
	rjmp	wait_sprs
	ret