First, we have to know what you're appealing. Make sure you announce clearly what you're appealing (ie., "the runner from second left early" or "the runner from first missed second").
Second, there are two types of appeals: live ball appeal and dead ball appeal. A live ball appeal is an appeal made when the ball is still live (before the umpire calls "time"). A dead ball appeal is made when the ball is dead (after the umpire calls "time," or if it goes out of play, etc.).
In every association, during a live ball appeal, any fielder may tag either the runner being appealed, or the base that you're appealing (as in, the base they either missed or left early). Again, make it clear what you're appealing.
Dead ball appeal procedures, however, vary by association:
ASA: Any infielder (including pitcher or catcher) may state the appeal during a dead ball. No throw is necessary.
USSSA: The pitcher must wait for the umpire to call "play ball," then he must state which runner and base he's appealing. He must throw to that base.
NSA: Not very clear. Who knows?
NFHS (High School): Same as ASA, except that a coach can also make the appeal.