Under-slang camera straps that use the tripod socket are becoming ever popular, but nothing really makes a bigger fashion statement than the good old way of using a shoulder (or neck) trap to carry your camera around. While getting a strap on a camera seems pretty straight forward, getting the threading wrong can lead to a deadly fall. Over at Wired they provide a detailed picture supported tutorial for right way to strap a camera.
When getting a new strap (or using the one that came with your camera), you also get a buckle and a stopper (for each side). You should use them both.