Rent a chain trencher to dig large stretches of trenches. These machines act like a chain saw and dig the dirt out with a chain. It works well for digging through hard soil.
Loosen the soil along the trench path with a rototiller before digging the trench. Remove the soil with a trenching shovel. Use a trenching hoe to level out the bottom.
Buy a disc or blade trencher for smaller jobs around your property. These machines use a blade that digs holes between 80 and 200 millimeters. It transports easily and is usually the least inexpensive trenching machine on the market.
Rent or purchase a turf cutter if you intend to dig a trench under any grass. They are hand-operated and allow you to replace the sod after you fill in the trench, but cut relatively shallow trenches.