You will need an electronic guitar tuner from a local music store. These are available for around $15.00.

You either plug in the guitar (if it has electronics) or you put the tuner close to the guitar and strum each string while adjusting the tightness of the string using the tuners on the headstock of the guitar until the electronic tuner confirms that you have the right note. The tuner will tell you if you are flat or sharp for each note using arrows or lights, and generally a solid green light indicates that you have the right note. You begin with the low E, and work your way up through A, D, G, B, E.

If you want to try to do it "by ear," you can use this site to click on a string and then tune your guitar so that your string sounds the same.

http://www.guitarforbeginners.com/onlinetuner.html

Many also use a piano to do this.

Unless your ear is very well developed, however, you will need to use a tuner.

tuning with a tuner is very easy and cheap but sometimes there isnt one around. the easy way to do it without a tuner is to tune your low e string (thickest, farthest from the floor). the way youd do this is to either imagine a song that starts with a low e note, like enter sandman or communication breakdown, and make it close to that (or if you have the cd or something, duh, use that) and tune it to itself. you do this by holding the fifth fret of the e string and make the next string sound the same. do this all the way down, in order, except for the g string (the 4th one down, on most guitars the first plain metal one). this one you do with the 4th fret, holding the 4th fret and making the next string sound like it. then you go back to the fifth fret. there are different ways to do this, but this is the easiest (to me). ive been playing for 15 years and now when i have my 'e' i just tune to an e chord. if the intonation is right this sounds best to me.

A standalone tuner is the most usual and best choice. If you have an iPhone, there are a number of guitar tuner apps which are mostly very inexpensive and some have extra features (chord charts, metronome). This is a great solution in a pinch when you haven't carried a tuner with you.

One of my favorite tuners is the Intellitouch PT-1 which is about $50. It clips onto the guitar's headstock, so it can be used to tune acoustics and electrics, whether plugged in or not, as well as other instruments - banjo, etc.