Ubuntu 11.10’s ‘alternative’ installer gives the opportunity to set up software RAID-1 as part of the system installation. It works, but there is a caveat: you may find that when you install Grub the installer wants to put it on both disks. I think this may be because the Grub installer’s a bit confused about the whole RAID thing. You can tell it which disks to install on (choose the first) and as far as I can tell it will then go onto the RAID-1 partition (and hence both physical disks) OK.
Incidentally I've got the RAID set up across the whole of both physical disks, by having the whole of each marked for RAID and then when this change has been committed to the partition table allowing the installer to auto-partition the single virtual RAID volume which then appears in the list of volumes. I found that I had to reboot after creating the virtual RAID volume. The installer was being sulky and failing to create all the partitions; second time around it read the new partition information and created the partitions on the virtual volume perfectly.
EDIT: See also http://ubuntuforums.org/showpost.php?p=11463430&postcount=7 which seems to tally with my thinking
Aside
If you read about RAID on Linux you get an awful lot of slightly out of date information, especially around HOWTOs which are dauntingly complicated if-then-else-not affairs with modification dates five years and more in the past.
It’s not that uncommon to find this kind of document-rot: sometimes it means nobody who is anybody is using the technique any more. That could be true for RAID in a world of cloud-based redundancy. I think there is another explanation, because Ubuntu is pulling in lots of users like me who set up machines real and virtual several times a year but don’t specialise in it and so do not like having to do complex non-standard installs. I think that Ubuntu’s alternate install installs software RAID just well enough that the docs are redundant.