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Find the King
The Kings are a gang established inside of Freeside to try to maintain order and independence in the run down town. You can get this quest from the King by finding him inside the King's Club. It's pretty hard to miss. Just look for the giant Elvis and the neon letters. During the day, the King should be sitting in their little theater watching other Kings perform. You can talk to him here. If he's not here, then he's in his office on the third floor of the club.
He'll mention that the Kings need some help, but he wants to learn if he can trust you first.
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G.I. Blues - Orris
It seems that a bodyguard called Orris has been poaching work from the Kings that usually run bodyguard duty. He has somehow managed to get people to pay double and stay loyal. So it's your job to figure out why he's so popular with the tourists. The King will give you 200 caps to pay for his services. If you can do this on the first go, that means a 100 cap profit right from the start.
Orris can be found at the marked gate. Just talk to him and pay for his services as a bodyguard. He runs fairly fast, but you should be able to keep up. After you go through the first section of town, he'll pick up speed as he approaches the New Vegas gate and then insist on a detour. He'll break away and shoot four thugs to clear a path.
This is where the skill checks come into play.
If you have enough Intelligence, you can remark that it's quite difficult to kill four men with three shots. If you take this path and have enough points in Barter, you can get all his gear and your money back as a bribe to stay quiet (and then backstab him, naturally).
There's a Speech check that allows you to call him out too.
If all else fails, if you some points in Medicine, you can examine the dead thugs to confirm that they are merely playing dead.
If you can't pass any of these checks, then Orris will appear to be legitimate. This means that you'll have to report back to the King, who will insist that you go back and do the job right. On your second runthrough with Orris, he'll lead you into an ambush and note that he knows your working for King. You'll have to kill Orris and his thugs.
If you managed to pass any of the checks on the first run, you can just tell the King the truth. Don't worry if you can't convince Orris that you caught him, that doesn't matter. As long as you pass one of the checks you can tell King about the fake ambush and he'll have a few men take care of Orris later.
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G.I. Blues - Wounded Locals
Once you take care of Orris, you will be given the opportunity to help the King handle the growing violence between NCR settlers and the locals. It seems that a few locals were badly beaten. We need to figure out who was behind the attack.
Go to the Old Mormon Fort and look inside the first tent on the right. There are three locals who were hurt. You can't do anything about the unconscious man, but you can talk to the other two. If you talk to Wayne and Roy, you should be able to pull out that the group was made up of NCR soldiers. Don't push the kid too hard though. If you accuse him of lying, it will hurt your reputation.
Once you draw out that it was a few NCR troopers, report your findings back to the King.
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G.I. Blues - Uneven Aid
If you want to have all of your options, you need to fulfill the optional objective and talk to Julie Farkas in the Followers of the Apocalyse. She's in the Old Mormon Fort. During the day, she usually walks around their camp. Just look for the woman with the mohawk. She'll note that an old friend of hers, Elizabeth Kieren, wanted to set up an aid station in Freeside. It sounds like she's tied in with this.
If you want, you can walk up to an NCR contact in the squatter camp (it's marked on your map) and answer his quiz. You just need to answer three NCR trivia questions.
Tandi was the most popular president. The NCR originated in Shady Sands. Their flag has a two-headed bear on it (which you should probably know already). He'll hand you the password and tell you about the secret aid station.
At night, it should be operating and full of refugees. It's a little tough to find though. Follow the railroad tracks around the debris in the east side of Freeside to find the store. It should be easy to spot at night, since two NCR troopers in plain clothes will be standing outside. Tell them your passphrase and go inside.
You can get some purified water and food from Elizabeth if you want. She'll only really talk to you if you met Julie Farkas beforehand. Name dropping her old friend will convince her to be quite candid about the operation. It seems that the Kings roughed up their old contact and forced them to go underground for the aid station. Once you have this vital piece of information, head back to the King.
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G.I. Blues - Hard Diplomacy
Return to the King's Club and try to walk past Pacer. He'll stop you and explain the situation. The King doesn't know about the NCR contact, since it was just Pacer acting alone. He'll pay you to keep quiet. Regardless of what you want to do, you should always take his caps. If you feel like it, you can even brag him that you're going to tell the King anyway after you take his money.
You have a bit of a choice at this point. The truth will bring the NCR and Kings closer to a truce. If you want to fan the flames, then you will need to lie. It's pretty much up to you and will only really affect the story.
Regardless of your choice, a messenger will run up and explain that Pacer engaged the NCR group at their watchtower. You need to run out and put a stop to it.
If you are supporting the NCR or trying for peace, then you need to holster your weapon (hold "R") and approach the NCR troopers. Pacer's the only surviving King and he's a little busy cowering behind a bus stop. The NCR massacred Pacer's men, so they're still in the mood to talk. If you explain the situation to Elizabeth and offer the King's truce, she'll stand down. Pass on the new orders to Pacer and he'll reluctantly agree and head home.
If you are against the NCR or just want to fan the flames, then you'll need to kill them. This is actually a little tricky, since there are several of them and they are all fairly well armed. Melee and unarmed fighters will probably take a fair bit of damage crossing the open ground. If you are not hated by the NCR, then you should be able to just walk over to them, get with range and then draw and start firing. Grenades or dynamite might also allow for a good ambush.
Once the situation has been handled, go back to the King and report your results. You should be able to complete the quest and earn a favor from the King.
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G.I. Blues - The King's Favor
You can get four things with the King's Favor. You can just ask for money, which amounts to getting paid 1,000 caps for this mission. You can ask for access to the Vegas Strip, which is actually a terrible choice. Ralph at Mick & Ralph's sells forged Vegas passports for 500 caps, so you can just take your money and buy one. 1,000 caps should also put most players over the 2,000 cap credit check. You can ask to become a King. I don't see the point in this other than roleplaying. You can steal a few dozen King's jackets from the second floor if you just want to look like one of them.
Note: The fourth favor is very important for NCR supporters. The NCR Ambassador, Dennis Crocker, will eventually ask you to bring an end to the struggle between the NCR settlers and the locals. If you do G.I. Blues before this quest, then Pacer will refuse to talk to you and be fairly difficult to kill. Your best bet will be to use the favor to get the King to agree to personally end the violence.