There is the left-handed (German/Continental) method and the right-handed (American/English) method. (There are other names for this I'm sure, but these are the ones I know.) Having taught myself how to do both, I'll admit I much prefer the left-handed method because it makes knitting much more like crocheting.
Here are some instructive videos I found to help teach those who are interested in learning the German method. The knitting one even has a variation of an old rhyme to help you remember how to do it. :)