Although not all the culinary herbs are worth drying – I find parsley disappointing, for instance – those, like bay and rosemary, thyme and marjoram, that do dry well are immensely valuable in the kitchen.
Herbs for drying are best collected just before they come into flower, when their aromatic oils are strongest. Make sure that any early morning dew has dried, and pick whole stems, not just the leaves. The herbs can then be tied up in bundles and the leaves have a finer flavor if detached from their stems after drying.