This is my experience from learning Yoga breathing and pranayama   from  guru ji  Nirvikalpananda. This article is meant to help you teach yourself the technique. It is not meant to be authoritative with regards to definitions or Yoga theory.

Pranayama is a breathing practice in Yoga. It is particularly useful in situations where you feel threatened, because it helps you retain your calm. Pranayama is often recommended to the beginning occultist. 

Preparation

Wear loose-fitting clothes or no clothes at all. Make sure your nose is clear, so you can breathe freely. If you have a cold, you will have to wait till you are recovered. Not only is it impossible to do pranayama when you cannot breathe through your nose but if you have a sore throat the first deep breath will send you into a violent cough attack.

Lie on your back on a comfortable flat surface. Relax and start following your breath. Put one hand on your belly and the other on your chest. Relax.

Belly breathing: When you inhale, the hand on your belly rises, while the hand on your chest remains still. As you exhale, the hand on your belly goes down again, whereas the hand on your chest remains still. Repeat this for 5-10 breaths.

Chest breathing: When you inhale, the hand on your chest rises, while the hand on your belly remains still. As you exhale, the hand on your chest goes down again, whereas the hand on your belly remains still. Repeat this for 5-10 breaths.

Alternate between belly and chest breathing for 5-10 minutes. Repeat every day. It is vital that you master this step before going on to step 2.

Step Two

Yoga breathing: Start inhaling with belly breathing. When you feel that you cannot inhale any more this way, go over to chest breathing until the chest part of your lungs are full. Then you exhale using chest breathing first and then belly breathing until you have emptied your lungs completely.

Breathe very slowly. If you feel dizzy, you are breathing too fast. If you feel out of breath, you are breathing too slowly. Follow your body's signals.

Sit or stand with your spine upright. Use Yoga breathing and follow a set pattern. To do this you need to somehow count the rythm. I use ordinary counting, but I imagine that you might aswell use words instead. The rythm 4-2-2 works very well for me. That means I count to 4 while inhaling, hold my breath while counting 1 and 2, and exhale on 3 and 4. I have also seen a 4-4-4-4 rythm recommended and now find it more efficient. It means adding an extra element, namely holding your breath between exhalation and inhalation. Be careful not to hold your breath for too long. Again, listen to your body's needs.

Yoga breathing should be a more or less effortless process, so your breath should not be louder than usual. I had problems with starting the exhalation inaudibly. If you experience this too, there is a trick to it: you inhale just a wee bit before exhaling. You are supposed to be able to use pranayama in virtually any situation, so to practise making it an "invisible" process is definitely worthwhile. That way you can use it, for instance when you walk up to the platform before making a speech or when listening to someone in an argument.

1 Alternate Nostril Breathing

2 Brahmari

3 Sitkari

4 Sithali

5 Ujjayi

6 Surya Bheda

7 Bhastrika

8 Jalandhara Bandha