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Windsor Knot

The Windsor knot is sometimes referred to as a full Windsor to distinguish it from the half-Windsor or erroneously as a "Double Windsor". The Windsor knot, compared to other methods, produces a wide triangular knot. The knot is named after the Duke of Windsor. However, the Duke himself did not actually use a Windsor knot. He preferred a wide knot and had his ties specially made with thicker cloth in order to produce a wider knot when tied with the conventional four-in-hand knot. In Ian Fleming's James Bond series, the British spy remarked that the Windsor knot was "the mark of a cad."

How to Tie a Windsor Knot:

Place the tie around the collar the right way visible (i.e. the seams and label not visible). The relative length of the narrow and wide ends can be adjusted with practice so that the tie is the desired length. A good starting guide is to have the wide end 50 cm or 20 inches lower than the narrow end.
Place the wide end of the tie across the front of the narrow end about 12 cm or 5 inches from the collar.
Put the wide end through the back of the loop formed up towards your face.
Fold the wide end over the forming knot in the opposite direction that you initially crossed them in step 2.
Pull around behind the forming knot to the other side.
Take the wide end through the top of the loop around your neck towards you and down forming a neat triangular knot.
Bring the wide end around the knot from the same direction you went in in step 4 finishing the move with the the wide end behind the knot.
Bring the wide end from the back, through the large loop around your neck, and then push through the same (wide) end through the smaller loop (around the tie) and pull it through carefully.
Pull the thin end carefully and push the bottom of the knot gently, to move the knot closer to your collar.
Make small adjustments until you are happy with the knot.
To take the tie off:
1. Pull the free end of the knot around the neck while holding the knot and it should loosen.
2. Pull until there is no longer a loop around the neck.
3. If it does not self release you have not tied a windsor knot but one very similar to it. Simply untie the one knot

General Tips:

Check for symmetry. Adjust the knot so that you achieve optimal bilateral symmetry. Re-tie or upgrade to the Windsor if necessary. A slightly leaning knot can be wriggled with so it looks OK, but a seriously cockeyed knot will have the tie falling down your lapel and just look terrible. There are exceptions to this rule. Some knots are meant to be asymmetrical (often worn in Italy, for example).
Keep it tight. A properly tied tie will, unfortunately for the wearer, need to be pulled extremely tight against the neck. A tie too loose may convey unprofessionalism.
The Vicious V. According to the film, Outside Providence, a properly tied tie must possess the Vicious V. This is the sharp V formed by the scruching of the tie where it exits the knot.
For the tall. Tall people will find that the knot sometimes will end up way "up" on the tie where it is narrow resulting in a small unflattering knot. You may want to look for specially made ties for tall people that will solve this problem.
Be sure to dimple. Where the wider end of the tie exits the bottom of the knot there should be a clean symmetrical dimple.
Untie your tie. Untie your tie after you are through wearing it, also untie it the same way you tied it. Your tie will last longer.

Information and diagrams courtesy of:
http://en.wikipedia.org/wiki/Windsor_knot
http://en.wikipedia.org/wiki/Necktie
http://en.wikibooks.org/wiki/How_To_Tie_A_Tie