Why is castling kingside more encouraged than queenside? I often hear that you should castle kingside first, rather than queenside. What are the advantages of castling the king-side as opposed to the queenside? Sometimes I like castling queenside, because when I do, my rook ends up on an open file.
It's very difficult to answer without a specific position, but here are a few general thoughts:

Kingside


It is almost always faster to castle kingside because only two pieces need to be moved out of the way, and those two pieces have very natural squares (Nf3, Bb5/c4/e2).
The kingside pawns are usually left on their starting squares so the king is usually safer on the kingside than it would be on the queenside.  This is in part because the a file can be weak after long castling.
In many positions, the move c3 (...c6 for black) is useful to support a d4 (...d5 for black) push.  c3 is much safer after kingside castling.  After queenside castling, c3 makes the b1-h7 diagonal weaker.
After short castling, it is possible to push the a and b pawns to try and gain space on the queenside without making weaknesses around the king.  For example, the move a4 is frequently useful in the Ruy Lopez and the Slav.  


Queenside


Usually white is the one to castle queenside because white gets to move first.  White can use the initiative to develop faster and start an attack.  Almost all opposite castling games feature white playing O-O-O and black playing ...O-O.
The biggest advantage of queenside castling is that the rook comes immediately to d1 (d8 for black).  This means that queenside castling basically saves a move over kingside castling (no need for Rfe1).
Often white will need to play Kb1 to better protect the king (black can play ...Kb8).  This is another tempo that must be "wasted" after castling long.
The king is often exposed on the c1-h6 diagonal because the d pawn is usually moved early in the opening.  Kb1 mitigates this danger, but this is still something that must be considered.  


Additional Thoughts


If you want an attacking game, castling to the opposite side of the board than your opponent is the easiest way to do this.  The reason is that then the pawns in front of your opponent's king can be pushed forward to participate in an attack.
If you want a safe game, for example when your opponent has a lead in development, castle on the same side as your opponent.  If your opponent tries to push the pawns on the same side as the kings, you will frequently be able to counter-attack.
When in doubt, kingside castling is almost never "wrong", but queenside castling is sometimes a grave error.  In illustration, I present Boden's Mate:




[FEN ""]
[StartPly "28"]
[Event "simultaneous exhibition"]
[Site "Budapest"]
[Date "1934"]
[Round "?"]
[White "Esteban Canal"]
[Black "?"]
[Result "1-0"]
[ECO "B01"]

1. e4 d5 2. exd5 Qxd5 3. Nc3 Qa5 4. d4 c6 5. Nf3 Bg4 6. Bf4 e6
7. h3 Bxf3 8. Qxf3 Bb4 9. Be2 Nd7 10. a3 O-O-O?? {Incredibly, castling queenside turns out to be a blunder which at the least loses the queen. In another book, Reinfeld writes, "Black mistakenly thinks that [11.axb4] is out of the question. But White, seeing further ahead and relying on his excellent attacking position, has a stunning surprise continuation." Iakov Neishtadt writes, "Black is convinced that his opponent cannot take the Bishop. This would indeed have been the case if he had played not 10...0-0-0, but 10...Ngf6." Seirawan and Minev advise, "Motto: Think twice before castling on the Queenside!"}
11. axb4!! {If a6, b7, and c6 are unprotected by black pieces, then Boden's Mate would be possible, so White starts to deflect the black queen from guarding these squares by force.}
11... Qxa1+ {If Black plays 11...Qb6 in order to protect a6, b7, and c6, then (besides already being a piece up) White could continue to attack the black queen with 12.Na4 [12...Qxb4+? 13.c3 Qb3 14.Ra3], and the queen will run out of safe squares to protect a6, b7, or c6.}
12. Kd2! {Another deflection. Black is doomed now, for after capturing the white rook at a1, Black loses the last chance to protect c6, and the black queen is unable to stay on the a-file to protect a6.}
12... Qxh1 {Reinfeld writes, "Microscopically preferable was 12...Ne5 13.Bxe5 Qxh1 14.Qxf7 Rd7 (amusing would be 14...Ne7 15.Qxe6+! Rd7 16.Bg4 Rhd8 17.Qd6! forcing mate) 15.Qe8+ Rd8 16.Qxe6+ Rd7 17.Qe8+ Rd8 18.Bg4# !"}
13. Qxc6+ bxc6 14. Ba6# {[%draw arrow,a6,c8, red][%draw arrow,f4,b8, blue]} 1-0