The hardest part is finding a place to hang them!
Parsley.
Thyme dangling from my ceiling!
With Oregano Opposite.
How to Dry your Own Herbs
#1. Go out to your garden or pick up your CSA box (or go to the store, I guess) and get yourself some Home Grown, Organic Herbs. (No, not that kind! ;-)
#2. Wash herbs under cold water. Gently shake off excess water.
#3. Pat herbs dry with a clean dish towel, or just let them lay on the dish towel overnight if it is dry (low humidity) in your region right now.
#4. Using kitchen string, yarn, or even garbage bag twist ties, fashion your herbs into a bundle, tying fairly tightly so they stay together. Lasso those herbs! Wrangle 'em down, good! Now, make a loop (I use an extra twist tie for this!) and,
#5. Hang your herb bundle upside down where it will get nice air circulation until it is dry and crumbly. (Don't let it hang there forever, or it will get dusty!)
#6. Store dried herbs in a zipper bag, or even vacuum seal them if you have one of those gadgets (I don't have one...yet!).
Home Dried Sage, Home Dried Parsley.
Home dried herbs taste great, and do taste different than commercially dried herbs. Sage in particular is absolutely lovely when home dried, but can be too pungent and aggressive when purchased commercially. Home dried oregano is spectacular--bright and spicy, and I always use ours all up before the next batch can even dry fully!
To use home dried herbs, I just remove the bundle from the bag, and crumble some off with my fingers into whatever recipe I'm making.
Happy Drying!

Homesteading it, October 1st through October 31st, 2012