The best place to start, before using any kind of tanning or bronzing product, is with a good body scrub and a type specific face scrub. You should exfoliate any areas you area planning on tanning or bronzing, beforehand, so it doesn't collect in the dry skin areas and look funny and unnatural.
After prepping your body and/or face by exfoliating, you can now gradually ease your way into self tanner by using a product like L'Oreal Sublime Glow Daily Moisturizer (Compare Prices) or Jergens Natural Glow Daily Moisturizer (Compare Prices). These products have a slight self tanning effect, combined with a daily moisturizer so you can use them every day and slowly build a minimal tan. The great thing is that they go on just like a body or face lotion, and since they give minimal color they don't streak or look orange.
After using either Daily Moisturizer for approximately a week, you can continue using it or switch to a regular self tanner that will give you more color. A really great regular self tanner, for first timers, is the Lancome Flash Bronzer Line (Compare Prices). It's tinted bronze so you can see where you are applying it, as well as make sure it is applied evenly. If you switch to regular self tanner just remember to keep the Daily Moisturizer on hand to use as a touch up in between self tanning.