Depending on the crank, you use either a socket wrench or an allen wrench to tighten it. Take off the dust cap and look at the bolt. I don't know if different tools are used for the really fancy high-end cranks, but a socket wrench or allen key is fine for most.

If the crank arm is consistently loosening, then you have an undiagnosed problem. Tightening it whenever it gets loose is fine, but it will never stop happening unless you fix the underlying problem.