How do you dry herbs?
One of the most memorable times I've seen someone dry herbs was Alton Brown on Good Eats: http://www.youtube.com/watch?v=y5GkD2GQ3Tg

He creates this large contraption with A/C filters and a box fan... I've never tried it myself, but it was fun to watch.

I typcially do it with a food dehydrator like this one: http://www.bedbathandbeyond.com/product.asp?SKU=14099344

I would just get one with multiple temp settings as you don't want to cook the herbs (in the dehydrator).