Missile

Hey Unity Users,
I have been trying to figure out the proper script for a missile tracking. I would like to know what kind of suggestions do you have on this.
I am looking around these types of categories

Missile locks from far range
Missiles for air, and land
Capable of changing speed and maneuverability

I am not asking you guys to do my work, I am just asking some suggestions in how to tackle this problem.
Thanks.

You need a path finding algorithm- A* works pretty good -this algorithm is everywhere :
http://en.wikipedia.org/wiki/A*_search_algorithm