Preparing The Area
Before you can lay any bricks, prepare the area where your patio will be placed. After marking the exact area of your patio, excavate to a depth of around 6 inches. The easiest way to do this is to rent a skid-steer excavator from a home improvement center.
Once you've excavated, add 3 inches of gravel to the entire area to be paved. Compact this with a vibrating plate compactor, which you can rent from the same place you rented the skid-steer. Keep this compactor around, because you'll be using it again.
If you want to grade your patio so that any water that falls on it will run away from your house, this gravel layer is the step to do it in. Grade the patio 1/4 inch lower at the farthest edge from your home.
Lay bedding sand to the gravel area. The thickness of your sand layer should be sufficient to put your brick pavers flush with the ground. Compact this layer with your vibrating plate compactor.
Install plastic edging around the perimeter of your patio, and nail it to the ground with 12-inch galvanized landscaping spikes. This edging should be a little shy of flush with the ground around your patio, so that it gets buried when you're done.
Laying Your Bricks
Now it's time to pave your patio. The most important step in laying a herringbone pattern is starting the pattern correctly. The easiest way is to start in a corner, and work diagonally until you've established the pattern.
Starting in the corner, lay one brick "horizontally," tight into the corner. The next brick will be laid 90 degrees to the first, tight to the edging on one side. You've now created a corner where these two bricks meet. Lay another brick into the corner, in the same "horizontal" configuration as the first. You will have created another corner, into which you should lay a 90-degree brick.
Once you've laid a long enough course that you have established a pattern, begin filling the patio side-to-side, instead of diagonally. This will help you keep your lines nice and straight.
You may have to cut a lot of bricks when using a herringbone pattern, so be sure you have access to a wet saw, either rented from a home improvement center, or borrowed.
Finishing Your Patio
Once you've filled your patio with brick pavers, sweep sand over the entire area to fill in the gaps between bricks. Compact the sand and bricks with the vibrating plate compactor, then sweep in more sand. Your bricks should be tight and even.