The best way to collect kief is to use a 4 piece grinder with kief catcher. All of the best grinders have a special compartment at the very bottom for collecting kief. You simply place your buds in the uppermost chamber where the teeth are and turn the grinder repeatedly. As it breaks up the buds they fall onto a middle layer with a screen and any loose pollen crystals, or kief, fall through the screen and into the kief catcher. Over time the kief builds up and you can collect it.
The photo above shows the bottom compartment with kief in it. Some people choose to store a little bit of ground bud in the compartment so that the kief will stick to them, which can also be seen at the top of the photo above. How you use yours is up to you, but thats how to get kief!