Massage, bath, shower, drink—you name it, and essential oils can help you get the most out of it.
Essential oils are usually sold with something called a diffuser, which is basically just a little ceramic dish that sits over a flame or other heat source. As the oil heats up, it begins to evaporate into the air, releasing its divine scent and setting the mood for you.
I add a few drops of roman chamomile to a cup of Epsom salts (you can buy these at any local pharmacy; they are great for sloughing away dead skin cells and highly effective both for detoxification and for soothing any muscle stiffness) and dissolve into my bath water for a great post-workout treat. You can also dilute oil in a carrier oil and add to your bath water, though you want to be sure to rinse any concentrated oil that may be left on your skin as you're getting out of the bath to avoid irritation.
Bring water to a boil and add a few drops of essential oil, or a combination of oils, to the water after it has cooled for a few minutes. Inhale the vapors, but remember to keep your eyes closed to avoid irritation!
You can also add some essential oils to a glass of water and ingest them for internal healing. Make sure you read up on any specific oil before doing this, since it's not advised for all oils out there. I love to put a drop of lemon essential oil in an 8-ounce glass of water with lunch every day. It makes all the difference when there's nothing but tap water on hand, and it's a great stomach soother because it helps to alkalize the acids in your stomach.
On the Go
Dab a few drops of essential oil onto a tissue to inhale from on the run (just cup it in the palms of your hand and the heat will help release the vapors and help you get the most from the tissue). You can even use this on your pillow case, though it will require more frequent washing.
In a pinch, you can use essential oils as perfume, and carry the scent (and the sense of well-being) with you through the day!