Best example N*log(N) in my opinion would be to look at comparison based search:
Lets take merge-sort as an example.
The algorithm takes an array of elements, splits it by 2 recursively until it get an array of length 2, then merges back the pieces at O(n) each merging sorted arrays is easier.
Ok, that was a nutshell description, now lets see what it looks like:
[ 1 2 3 4 5 6 7 8 ]
|
/\
[1 2 3 4] [ 5 6 7 8 ]
| |
/\ /\
[1 2 ] [ 3 4] [5 6] [7 8]
What I hope you can see here, that the depth of the recursion is log(n) (Because it's a tree that has 2 branches... so it's log(n) with base 2)
But in each level of the tree there's O(n) operations (because we are actively re-arranging n object).
So there a N*log(N) complexity here.
Most algorithms that have Log(N) complexity get that from a tree-based algorithm.
There are a few that are just probabilistic log(n) (which means that after a long math computation you get that in average it would be something like log(n))