1) Wearing your typical gym attire, relax your waist and measure at the smallest point of your waist, or around your belly button.
2) Pull the tape measure tight so there's no slack in the tape, but don't cinch it too hard.
3) Chose the belt size that is closest to your waist measurement, remembering to factor in your current waist size as it relates to your general waist size, ie, are you likely to gain or lose dramatic amounts of weight that would affect which size you choose.