um...whole books have been written...first, is the wheel kinked? is there a deformity that you can see in the rim? does the wheel hop markedly in one spot? If any of the above, go directly to eBay and start shopping for another. You may be able to pull it back but the tension that you introduce is gonna be stressful for the wheel.
Passed those tests? Okay - is there a broken spoke? Wiggle 'em all, a spoke can break inside of the nipple and look like it is still doing its job...If you find one replace with a match from the LBS and...move on to the next section -
Find the place where the rim is most out of true. mark that spoke somehow (thread?).
Count out several spokes in both directions. This is the set you'll be working with. If it is a gentle bend you might go three in each direction, if the deflection is great you might go 5 or 7 in each direction. The spokes pull in opposite directions, of course, so the game is to loosen the spokes on the side with the bend, and tighten the spokes on the opposite side, pulling the wheel back into line.
Squirt some lube on each target nipple and let it set for a while. Loosen the spoke at the biggest deflection one turn. Tighten the spoke on either side of the spoke you just loosened about 1/2 turn, loosen the next two a little (1/4 turn). Repeat, a little at a time, until the wheel comes back to true.
If you get excited (or if the wheel is nearly toast), you'll introduce a bend elsewhere in the wheel.
You are also bringing the wheel out of round a little when you do these. If the adjustment is large that you do to the wheel, you'll introduce a marked flat spot that you can see and feel when you ride. Not as bad as non-true, but you'll eventually hate it and want a new one.
See why there are books with pictures and stuff? good luck.