1) Shake your hand horizontaly (left and right) , without bending the strings ... Usualy used with Classic (nylon strings) guitars , similar to the violin vib technique ,but gives a smaller effect on guitar.
2) Bend the string up and down with your fretting finger .
3) Shake your hand in a swinging cemi-circular motion , this will also result in bending the strings , but can be faster and wilder.
Vibrato itself isn't a big problem , but when doing it to a bent note can be a little harder at the beginning.
There's a lot of great examples in Dimebag's solos , also check Zakk Wylde's.
