The Four-in-hand knot is the standard way to tie a tie. It's not nearly as bulky as a Windsor or Half-Windsor Knot. Unless you have the neck and shoulders of an NFL linebacker, you probably should stick with the old reliable Four-in-hand.
To tie a Four-in-hand knot, drape the tie around your neck so the wide end is a little bit longer and on your right. Wind the wide end around the narrow end once, descending, so that the wide end points to your left. The part of the tie that's wound around forms a loop. Now the tie will make a small "V" at the base of your throat. Push the wide end through the "V" and back down through the initial loop. Tighten the knot by holding the narrow end of the tie and sliding the knot up to your collar.
If done perfectly, the two loose ends should be of equal length (or the wide end a bit longer). The knot should be smooth and neat and the tie should, at no point, be twisted or wrinkled.
See also the Windsor Knot and Half-Windsor Knot.