The great thing about masturbation is that there's no way you "should" masturbate. I could give you suggestions, but it really depends on what you enjoy. Some people like using their hands; others use objects (like vibrators). Some people like penetration: others prefer outside stimulation. The best thing I can say to you is to try different things out and see what's enjoyable to you.
I know scarleteen also has an article on this that's more in-depth:
http://www.scarleteen.com/article/bodie ... masturbate
One thing I can suggest is to be safe. Make sure your hands/object(s) is clean, don't use anything you share with someone else, use condoms with objects, and don't use anything sharp. They're pretty self-explanatory, though, so it's nothing you really have to concern yourself with.
I hope I helped!