If your rug has long, thick pile, you are most likely dealing with a shag rug. They come in many different sizes, colors and materials, but the same basic care principles apply.
You can purchase a special shag attachment for your upright vacuum cleaner from several different manufacturers. You can also use a standard attachment with soft bristles, which comes with most upright vacuums.
Both a shag attachment and a bristle attachment will suck up dirt and debris from your shag rug. The shag attachment will also comb through the pile, preventing it from become matted or tangled.
The long fibers of a shag rug can hide an assortment of items, such as coins, screws, or jewelry, which you should avoid vacuuming up.
Steam cleaning offers a deep clean that you just can't get with your normal household vacuum. You can rent a steam cleaner or hire a carpet cleaner to perform the task.