Several of the links in the text below go to specific types of vibrator so you can see what is being referred to.  

All you really need to know about using a vibrator is "Do What Feels Good", "Keep it Clean" and if it is "Not Water-Proof" don't put it in water.  Now that you have the very simple rules - a vibrator is designed to stimulate.  It does a better job of stimulating than a tongue, fingers, or any inanimate object.  A vibrator is a perfect tool for masturbation for both women or men and can greatly heighten sexual intensity for couples. 

For Women - External Vibrator Instructions 
There is a definite difference between a vibrator induced orgasm and an orgasm produced by other means. A vibrator orgasm is much more intense and it's not uncommon for women to have multiple orgasms while using a vibrator.  Since consistent and intense stimulation of the clitoris is normally required for a woman to climax we will start with the use of external vibrators. 

The Wand Vibrator - can be used to stimulate any external part of the body.  The first thing to do with a wand vibrator is to experiment. Test out the speeds and intensities of the different levels of vibrations.  The head of the wand can be pressed against or near the clitoris.  This can be done while laying on your back or on your stomach.  If you find the vibrations to be too intense reduce the speed of the vibrator.  You can also decrease the intensity by placing a towel over the surface area of the vibrator.  If the vibrations are not intense enough, turn up the speed or increase the pressure of the vibrator against your body.  Because the Wand is not insertable using a lubricant becomes a personal preference.  If you find that you are too dry or sore consider adding a small amount of water based lubricant to your vibrator play. 
(Find A Variety of Wand Vibrators Here!) 

Clitoral Vibrator - the alternative to the hand-held vibrator is the wearable clitoral vibrator sometimes referred to as the "Butterfly" or "No-Hands" vibrators.  This style of vibrator attaches to the body with leg or waist strap.   Since this vibrator only covers the clitoral area you can also enjoy vaginal penetration which makes it perfect to use with an insertable vibrator or with intercourse. 

Vibrating Nipple Clamps - attach to the nipples with clamps and have a cord with a battery pack.  Operation is very simple.  Just clamp on each nipple - and then turn on the control.  You can tug on them or use the vibrating at different speeds to stimulate the nipple area. 

For Women - Internal Vibrator Instructions 

Cylindrical Vibrators - are designed to be used for both external and internal stimulation.  If you like the feeling of something being inserted in your vagina then give the cylindrical vibrator a try.  Once again, since stimulation of the clitoris is normally required for a woman to achieve orgasm we recommend the use of two vibrators - one on the clitoris and one used for insertion.  The combinations of vibrators that you can use are endless - and can even be a dildo and vibrator combo or a Cliteriffic vibrator like the "Rabbit" which is one unit that has two appendages.  Try experimenting  with different depths of penetration and mild, moderate and intense plunging.  Your will find the experience much more pleasurable if your use a lubricant on the insertable vibrator.  Remember "Only Water-Based" should be used if you are not sure what to use. The instructions or packaging should tell you if Silicone- or Oil-Based Lubricants can be used with your vibrator. Avoid using mineral oils (baby oil) as this can cause vaginal irritation for some women. 

G-Spot Vibrators -  a G-Spot orgasm has a much different feeling from a Clitoral Orgasm.  Some women find stimulation of the G-spot very pleasurable, while others do not.  The usual reason for G-Spot stimulation not being pleasurable is a full bladder so it is a good idea to empty your bladder before you begin this kind of stimulation. The size and location of the G-Spot will vary from woman to woman, but it's usually about the size of a quarter, and lies two to three inches inside the vagina directly behind the pubic bone.  In some cases women even ejaculate a clear fluid from stimulation of the G-Spot. The special curve of a G-Spot vibrator will help reach this area.   You may want to locate the G-Spot before you begin vibrator play.  This can be done with finger inserted in the vagina exploring the front of the vaginal wall while pressing down on the stomach area right above the pubic hair line.  While this requires a bit of body contorting, rear entry or squatting allows better access of the vibrator to the G-spot area.   Vigorous thrusting of the vibrator may also be required to achieve the Ultimate G-Spot Orgasm! 

Egg or Bullet Vibrators -  controls for the vibrating egg or bullet are a battery pack attached to a cord.  To use simply insert the bullet or egg into the vagina like you would a tampon and turn it on.  Eggs and Bullets can also be placed externally on the clitoris.  It is not a good idea to insert these anally because the cord can become detached.  There are specifically designed products for anal use.  There is also the remote control bullet which allows the controls to be held by someone else. 
  
Anal Vibrators -  An Anal Orgasm feels much different from a Clitoral or a G-Spot Orgasm.  The anus is a very sensitive area and most important thing is to use plenty of lubricant as the anus has no natural lubrication. Start by just touching and stroking the outside of the anus. When you feel you are ready, insert the vibrator, moving it in and out slowly.  Most importantly, do not use the same vibrator for both vaginal and anal use and do not let other people use your vibrator for anal use.  

Summary  
Using a vibrator is a great way to learn your sexual likes and dislikes.  You can set the mood with relaxing music and an erotic atmosphere. Remember to relax and breathe deeply. Concentrate on what you're feeling.  Use the vibrator in different positions and different degrees of stimulation.   Use the vibrator until just before climax, take it away, relax, and begin again.  Use the vibrator to achieve multiple orgasms and learn how to enjoy your body and your sexuality. Remember men are not the only ones that can masturbate and masturbation helps a woman maintain her sexuality when she is not in a partner relationship, assists with hormone balance and can help slow down the aging process.  If you keep your vibrator clean it is the ultimate way to practice safe sex. The ole' adage "If You Don't Use It - You Lose It" does apply for women. 

Also See:  
Vibrator Instruction For Men 
Vibrator Instructions For Couples