The following information and more can be found here.
+ Less tender leaf herbs:
The more sturdy herbs such as rosemary, sage, thyme, summer savory and parsley are the easiest to dry without a dehydrator. Tie them into small bundles and hang them to air dry. Air drying outdoors is often possible; however, better color and flavor retention usually results from drying indoors.
+ Tender leaf herbs:
Basil, oregano, tarragon, lemon balm and the mints have a high moisture content and will mold if not dried quickly. Try hanging the tender-leaf herbs or those with seeds inside paper bags to dry. Tear or punch holes in the sides of the bag. Suspend a small bunch (large amounts will mold) of herbs in a bag and close the top with a rubber band. Place where air currents will circulate through the bag. Any leaves and seeds that fall off will be caught in the bottom of the bag.