First of all, decide what appearance you are after. Depending on the breed, mane come in various shapes and sizes. For instance, a cob traditionally has a long mane, in some specimens it can touch the ground! On the other hand, there is a tendency to hog the mane of a hunter (that is, to give the mane a crew cut!)
If your horse's mane is just a little long or untidy, take a mane comb, back-comb a few longish strands of mane, taking the comb right up to the roots of the mane. The next stage is to tug at the longer hairs so that they come out by the roots. Repeat this until your horse is fidgeting or until the job is done.
While mane pulling is not painful for your horse, he may not tolerate the whole mane being done at one go. It is best to pull his mane after you have exercied him - his pores will be open and the hair will be removed more easily.