Continuous-conduction-mode (CCM) means that the current in the energy transfer inductor never goes to zero between switching cycles. In discontinuous-conduction-mode (DCM) the current goes to zero during part of the switching cycle. In buck derived converters the major effect is that when it changes from CCM to DCM, it goes from a second order system to first order system. In boost and buck-boost derived systems there is a right-half-plane zero in CCM which is not present in the DCM. This makes it much more difficult to stabilize these converters with good dynamic response. There is much more, but it is covered in any basic text on switching-mode power supplies such as the ones recommended in my personal power supply design library.
Much information is in application notes and reference designs from vendors who make power transistors and controllers, such as TI, On Semiconductors, International Rectifier, etc. You can find some of these by searching on semiconductors on my vendors page.
