I have said it before, its cheap and easy to grown your own herbs at home and well worth it. If you are not a gardener, you can buy a seedling for about the same price of buying a bunch of herbs from the supermarket. As long as you use it once, you are breaking even!
When I want to dry them (I particularly love dried oregano and basil), I harvest long stalks from the plant (which then encourages new growth). I then tie them in bunches and hang them upside down from hooks in my kitchen.
The end product is a jar of yummy dried leaves perfect to adding to all sorts of dishes