Use marking paint or chalk to outline the path so you can visualize what kind of work you have in store. If you're going to change your mind, you want it to be before you've spent a lot of money on supplies or time on labor. Bear in mind that curved paths typically require more cutting; straight lines and square corners are easier. Marking the path also lets you begin to consider other landscaping elements.
Prepare the soil in the area you'll be working. Add 2 to 6 inches of space on either side of the intended path to allow for edging, and prepare this as well. As most paving bricks are about 2 inches thick, dig 6 to 8 inches lower than the final grade. This gives you 4 to 6 inches for the compacted base.
Lay and level the base layer of quarry-processed stone; 2 to 4 inches should do. Wet and tamp each layer thoroughly before beginning the next; this should keep the path from settling unevenly later. On the base of rock, lay fabric or black plastic intended to keep out weeds. On top of that add a layer of sand, not play sand or silica sand. Use a 2 by 4 piece of wood as a screed and smooth and level from beginning of path to end.
To avoid water damage from rain or sprinklers, create enough of a pitch to allow your pathway to drain. The path also must slope away from the foundation of the house. Use a level to make sure you're allowing about .25 inch of pitch per foot.
If you have not already, design the path, using graph paper if desired. Use posts and string along the straightaways to keep lines straight. When putting in the bricks, kneel on a sheet of plywood over the bricks, moving the sheet as you go. Begin in a corner to lay the bricks lightly until you are sure they are in the right place. Press bricks into the sand as close together as possible and hit with a rubber mallet to settle them. If needed, use a concrete saw to cut wherever the brick crosses into the area you've allowed for edging.
Edging is like the girdle that will allow your new path to keep its shape and stay tight; otherwise. buckling can occur over time, especially in colder areas that freeze and thaw. Stand the bricks on end and tap into place with a rubber mallet. For an "invisible" edge, use mixed concrete underneath. Another option is to use spiked edging materials from your favorite garden or hardware store; these typically are available in plastic and aluminum.
Use polysand, also known as polymeric sand or sandlock, to fill in the joints. When it gets wet, this material bonds like glue; it hardens as it dries -- no more tracking in sand or losing some with every rainfall. Rinse powder off bricks before it dries to prevent a cloudy film on the stones. This tough bonding agent also should keep weeds from creeping in and should discourage ants.
Add a sealer to your brick pavers or a joint-stabilizing sealer to protect brick from weathering and help retain its color longer. Brick sealer comes in gloss and matte finishes. If you don't use polysand, joint-stabilizing sealer protects the brick while hardening standard sweep sand between the joints.