Drying herbs for winter use is probably the most prevalent technique among home cooks, but without a dehydrator, I air-dry only a few types. Thyme, savory, and sage are my standbys and I am trying marjoram this year. In addition to my own pot garden, I have access to a wonderful planting of herbs at our CSA. I typically pick a bunch of thyme every few weeks and air dry it tied with a rubber band. When thoroughly dried, the bunches are stored in an airtight plastic bag. To use, I just have to remove a bunch and squeeze it over a pot to release the thyme leaves. Same with savory.
Thyme, with its woody stems, can be dried standing up in a paper carton, whereas certain other types of thyme, marjoram, oregano and sage do better upside down. I have a series of metal shower curtain hooks attached to a towel bar where I hang the herbs to dry, out of daylight and in a dry environment.