First you have to remove the cassette. You will need a cassette lockring tool and a chain whip.
Shove the lockring tool into the cassette and put a big wrench around it (the one shown is a 15/16" size, otherwise use a big adjustable wrench or a 1/2" drive breaker bar). Next push down on both tools to unscrew the lockring, this may need a lot of effort.
For freewheel hubs, insert the specific freewheel tool into the freewheel and wrench it off with lots of force, being careful not to let the tool slip. If you have a prong style remover, use the quick release skewer or axle nut to hold the tool tightly in place as you break the freewheel loose (Here's a quick tutorial to remove a freewheel).
Now slide off the cassette and place a cone wrench on the flat sides of the axle cone (the inner piece) and put an adjustable wrench tightly around the outer locknut:
After removing the nut and spacers, unscrew the cone. Be careful, since little ball bearings may fall out as the axle gets looser. Also keep track of the order of those spacers, especially if your hub has rubber seals on the outside.
Now remove the axle and all the ball bearings inside the hub. There should be 9 per side on most rear hubs, and 10 per side on most front hubs. Use a small screwdriver, needle nose pliers, or a toothpick to get the balls out. Clean every bearing surface thoroughly, including the cones, ball bearings, and the cups inside the hub.
Now pack the hubs with bearing grease and place the correct number of balls in each side. I use either marine bearing grease or automotive grease because they're really cheap, waterproof, and quite frankly better than anything that's specifically made for bikes. Using petroleum jelly like vaseline will eventually ruin the bearings (don't ask how I know..).
Now carefully slide the axle back in place and secure it with the cone that you removed earlier. Just hand tighten it, it's ok to leave some play in the axle for now.
Replace the spacers and the locknut in the order that you removed them. Now you need to dial in the bearing adjustment. For wheels with nutted axles you simply adjust the bearings until they have a slight drag (you should still be able to turn the axle with your fingers, but there should be no play at all).
Quick release axles are trickier since there should be a very tiny amount of play when the wheel is off the bike. The quick release skewer will slightly compress the bearings, eliminating this play.
To tighten bearings quickly, put an adjustable wrench on each locknut and tighten them together:
To loosen, just put a cone wrench on each cone if both cones are accessible. Rear cassette hubs usually have to be loosened from the non-drive side, so if it is overtightened you loosen the locknut, then unscrew the cone a little and tighten the locknut again. Do this in small increments. Check the adjustment with the wheel on the bike and the skewer clamped down. Feel for play in the wheel inside the frame. Finally check the locknut's tightness (nice and tight, but don't overdo it) and you're done!
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