Incubators come in all different shapes and sizes as well as from homemade and inexpensive to those that cost hundreds of dollars. The central purpose of all of these is to hatch eggs. On the inexpensive end of incubators that can be purchased are the "hov-a-bator" types. There are more than one brand but all generally can be purchased for under $50. Their construction is styrofoam with a simple thermostat for regulating temperatures. If a fairly lenient range of temps can be tolerated without damaging the eggs, then these are excellent, especially for beginner breeders and hobbiests without a lot of money to invest into hatching offspring. On the expensive end are incubators that easily cost $500 and up but have very exact temperature controls. These are often used by larger breeders, or those with high end animals, who have the need to invest in the highest quality equipment available to them. For some, the cost of a $1200 incubator is minimal compared to, say, a clutch of albino reticulated or blood pythons, or to a clutch of piebald or pastel ball pythons, or a clutch of red ackies or Aldabra tortoises (you get the idea, lots of money in selling the offspring.)
Commercial/hobby incubators can be purchased from many online herp suppliers and Big Apple Herpetological, Houston Herp Supply (don't forget to tell Mike we said "hi"), Midwest Tongs and LLL Reptiles & Supply, just to name a few. These come with directions for setting them up and regulating the temperatures, which on some models is very simplistic and on others is a bit more complicated. Some of the "hov-a-bator" styles can be purchased at local ranch/farm/feed stores and, in our particular town at least, can be purchased under the commercial name of Little Giant brand. While typically sold for chicken eggs, they work fine, but not as well as a larger and more expensive model. Industrial model bird egg incubators are often recycled for use on reptile eggs and some really fancy models can be found. Watch area auctions, sales and resale shops for used models that you can refurbish less expensively than a new one and you'll have yourself a real good deal.
Another commonly used incubator method that is used successfully by many breeders, depending on the species they're working with at any given time, is to use a shoebox. This reference is not to the cardboard box found in department stores in which the shoes you purchase are contained. No, these are the plastic storage boxes available at most department stores that have a snap-on lid and generally people drill air holes around the sides to allow airflow to prevent stagnantation. These are usually filled with vermiculite, perlite, potting soil or sand (again, this depends upon species) that is moistened. Sometimes these shoeboxes are then put into the incubator, but usually when this method is used, it is for species for which incubation is easily obtained at approximately room temperature or a little higher. For slightly higher than average temps, try a shelf in the bathroom or laundry room.
Similar to the shoebox method, and set up in the same manner, is the deli cup. These are generally used for smaller reptiles such as geckos which also lay a small number of eggs at one time but will lay multiple clutches of eggs throughout the season/year. Another group of animals for which deli cups are sometimes used are the smaller turtles/tortoises. They also will commonly lay smaller clutches of eggs but may lay multiple clutches of eggs.
The real decision on which type of incubator to use depends upon personal decisions. These may stem from the species you're incubating for, their incubation requirements and also how suddenly the need arrises.
Regardless of the type of incubator used, you should monitor the moisture of the incubating medium regularly to make certain the moisture content is correct. Because different species have different requirments, some quite specific, no further discussion on this subject will be addressed.

Probably the most important question anyone can ask when they get a clutch of eggs is this..."are they any good?" Well, the surest way to find out is to incubate them properly and see what happens. For beginning breeders, this may be the best approach, even if the eggs are bad, because they get to see even the worst and hopefully the best of what breeding reptiles is all about. It is highly doubtful that any reptile breeder has been in the hobby/business for more than a year or 2 without losing a clutch of eggs, whether because the eggs weren't fertile or because they made an error. If the eggs are infertile, you get to see what the eggs look like from the time they are laid until they go completely bad and collapse. If they are fertile and you make a mistake in handling them, incubating them, moving them the wrong way or one of numerous other mistakes that can happen, then you have the opportunity to learn from that mistake and correct it the next time.
The first thing to observe about the eggs is their coloration and general condition. Good eggs will generally have a consistent outer shell (most reptile eggshells are soft, but some are indeed hard) of a creamy white. That is not to say that good eggs always produce offspring. Sometimes a female can be just like a chicken and lay a perfectly good egg that was never fertile, but it's a great place to start the evaluation. Infertile eggs are generally yellowed or otherwise discolored, but this is not always a positive indicator either. So, what do you do? If you're looking to produce any offspring at all, go ahead and use the incubator as any eggs that go bad can be removed later.
For many species, it will only take a couple of days in the incubator to determine their viability (this means whether they are fertile or not and whether they will go the full term to produce offspring.) Infertile eggs, or those with imperfections such as impurities in the shell or yolk sac will generally begin to darken, succumb to mildew/mold and wither away. They generally will begin to collapse and have a distinctive odor associated with something going rotten. For other species, such as geckos which lay hard-shelled eggs, there may not be any perceptable indiction until the eggshell falls apart on it's own. This happens most with species for which little or no information is known. They are still out there and anyone who has success with a reptile that has never bred or seldom breeds but which they have routine success with them should write the information down and be ready to answer questions later from others.
With many eggs, such as those belonging to snakes, turtles, tortoises and many lizards, you can check good looking eggs after the first 3 to 5 days just like people do with bird eggs with a method called "Candling." Use a small-lensed flashlight, like a mag-lite or similar brand, and a darkened room. By holding the bright light on one side of the egg, you can peer into the inner egg and either see strands of blood vessels or nothing. Seeing nothing is not always an indicator of a bad egg, but possibly an embryo that has not yet developed enough yet to be seen. If the overall appearance of the egg is a nice white and it has not begun to dimple or collapse, try again in a week.
Some species such as chameleons do not fare well to candling and you should keep them in a more darkened area for the duration of the incubation. Candling a veiled chameleon egg, for instance, can cause birth defects and, more often, death. Mistakes made in this department, especially with unknown or unbred species of reptiles are devestating but also a learning experience. To avoid these types of mistakes, ask questions of different breeders and seek all of the available information you can before you proceed.