The simplest way we know to sift flour is to dump it into a strainer over our mixing bowl. A fine-meshed strainer is best, but any old strainer or even a colander can work in a pinch.
Holding the handle with one hand and tapping the strainer gently with the other, the flour will gradually sift through the strainer. If we're sifting other dry ingredients along with the flour, we'll run them through the strainer a few times to make sure everything is evenly mixed.
If you don't have a strainer handy, you can also mix flour with a wire whisk or a fork. You won't get the flour quite as light as when sifting, but this will work to break up any clumps and fluff up the flour a bit.
What's your method for sifting flour?