Well, the best way is probably to get a book on it. Another good way is to practice against a strong computer.
If you don't know how to checkmate with these pieces than, you should practice against a strong computer.
Queen vs King
2xRook vs King
Rook vs King
2xBishop vs King
Knight + Bishop vs King
3xKnight vs King
Queen/King vs Rook/King
Promote when you have 2 pawns
Pawn(1) Promotion with Opposition
While practicing these, you should practice this your first week:
Do this against a strong computer about 5-10 times, than watch + study 2 strong computers playing this postion. After you do that several times, try it yourself.
Then on week 2 do the same thing, only add knights, than later that week take out knights and put in bishops. (make sure that both you and the computer have the some amount the pieces).
On week three take out the bishops and put in the rooks. And you should also try with the queens if you want.
Remember, you are probably going to lose everytime. Also, remember to SAVE all/most of your games, that way you can study them from the computers side.
Also, I think that tactics help with endgame as well. On the top of this website you'll see the LEARN tab. Click it, and then click TACTICS TRAINER. If you want a lot more tactics google "chess tactics server." Where ever you can find chess puzzles is fine. If you want quick improvement, study tactics.
A great website is chessvideos.tv, you may find some material on youtube.com as well, and this site has some great videos too.
Good Luck
New Topics Please

I noticed that there is not any new topics about chess for while. Can someone tell me what the best way to practice endgames, since it is a essential component or phase of chess. Thanks.