If you invested in the top 500 companies in the US, you'd probably do pretty darn well. Take a drag off your big fancy cigar, blow smoke in the neighbors face and say, "Yep, I own a chunk of each of the 500 best money making companies in the USA." And you can do it without really even thinking about it. Wait there's more. You also do this by investing in funds that have very low overall costs, meaning you keep more of the actual profit. That's investing in Index Funds, specifically S&P 500 index funds (there are other indexes).

How you say? First, get out of debt (more info to come on that topic) or just don't go into debt. Next, put away 3-6 months worth of living expenses in an emergency fund. Then get a little knowledge about Index Funds vs. Mutual Funds. Motley Fool (fool.com) did a great job converting me to Index Funds. Then buy direct, and skip brokerage fees.

Never invested, what do I do?

Okay start with the Motley Fool investing basics:
http://www.fool.com/school/basics/basics.htm?source=InvAg

Then work your way over to uncover why regular ol' active managed mutual funds may not be for you:
http://www.fool.com/mutualfunds/mutualfunds.htm

Last, give Index Funds a shot.
http://www.fool.com/mutualfunds/indexfunds/indexfunds01.htm