For small bulbs: 

Use a dibbler, these handy digging tools have a pointed end perfect for pressing a hole in the ground that is just the right size for a small bulb, and the hole can be easily covered over with your hand.

Medium to Large Bulbs:

Use a bulb planter.  Generally speaking, these tools look like a drinking cup without a bottom, but with a handle on top.  Press the planter into the ground, pull it out and you will remove a cone of soil.  Drop the bulb in the hole, then brush the soil over the bulb. 

Masses of Bulbs:

If you are planting lots and lots of bulbs, then use a long-handled bulb planter so you can work from a standing position – a faster, more comfortable alternative to crawling across your lawn.  If you plan to plant masses of bulbs close together, then your best bet is to dig a broad planting hole to accommodate the mass of bulbs instead of making holes for each one.