Practice
During the time of the Temple in Jerusalem, the waving ceremony (called na'anu'im – נענועים) was performed in the Holy Temple on all seven days of Sukkot, and elsewhere only on the first day. Following the destruction of the Temple, Rabbi Yohanan ben Zakkai ordered that the Four Species be waved everywhere on every day of Sukkot (except on Shabbat), as a memorial to the Temple.
To prepare the species for the mitzvah, the lulav is first bound together with the hadass and aravah (this bundle is also referred to as "the lulav") in the following manner: One lulav is placed in the center, two aravah branches are placed to the left, and three hadass boughs are placed to the right. (This order is the same for both right-handed and left-handed people.) The bundle may be bound with strips from another palm frond, or be placed in a special holder which is also woven from palm fronds.
Sephardic Jews place one aravah to the right of the lulav and the second aravah to its left, and cover them with the three hadass boughs—one on the right, the second on the left, and the third atop the lulav's spine, leaning slightly to the right. The bundle is held together with rings made from strips of palm fronds. Many Hasidic Ashkenazi Jews follow this practice as well.
In all cases, all of the species must be placed in the direction in which they grew. (For the etrog, this means that the stem end should be on the bottom and the blossom end on top; this is the direction in which the etrog begins to grow, though as it matures on the tree it usually hangs in the opposite direction.)
Read more about this topic: Four Species
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