The Third Eye is said to be the seat of our intuition and psychic abilities.
Most practices recognize it as a dorment gland that rests on the top of the brain stem directly behind where the bridge of the nose connects to the skull between our eyes, but continue to describe it as an eye in the center of our forehead when it is awake.

Now some of these exercises can be used to open other chakras, but may require variations to the stones and crystals used.

Touch/massage
Preferably, this one requires the use of your 2 middle fingers of your hands, but accomodations of 1 or all fingers available is ok.

To start, place your fingers of your dominant hand in the center of your forehead, and make slow, circular (or triangular), clockwise motions, that are not too big, but encompas the top edge of the bridge of your nose, and go eyebrow to eyebrow. Then after a minute or so make the same motions only counter clockwise for about the same amount of time (don't get hung up on the directions and time, just go 1 way first, then the other).
If you start getting the sniffles or your nose clogs up a bit, that is ok as 2 of your sinus caveties are located in this area.

Next place the finger tips of both hands in the center of your forhead between your eyes. And make mirrored circular motions, each set of fingers should massage from the center of your forhead, towards your eye brows then back to the middle. Do this again for about 1 minute, then reverse the direction of your circles.

As you are doing these, you can imagine light coming from your finger tips and reaching in and touching the dormant gland, allowing the warmth of your touch to caress it and stimmulate it a bit.

You can also imagine that the glad is surrounded by black goo, and as you massage your forehead the goo is slowly moving aside so that you can see either the gland or a closed eye. As a path clears, you can watch as the gland slowly comes to life and pulses to the rythm of your heart beat, or the eye opening and looking back at you.

Crystals
When using crystals to awaken the third eye the common one to use is amethyst, or lapis lazuli. Sodolite, saphire, moon stone and blue agate work just as well. But technically, if you know how to ask, and prepare a stone, any crystal will do.

Preparing a stone
I'm going to try and make this fairly general as the stones can be used to assist with opening other chakras, healing purposes, and so on.

I start by asking the stone if it is willing to assist in the task. It is just my preference, but I don't expect everyone will do this or even get a responce. Most stones are reasonable anyway.

First off, the stone being used needs to be clensed. There are many rituals that can be used. (salt) water soak, placed in a sunny place , use of an insense smudge (sweet grass, sage, cedar and/or tobacco, if available, if not lavendar sticks will do then fan smoke over the crystal using a feather or your hand), or setting it in a windy place or blowing on it yourself.

The next steps can be done right after the clensing or a couple of days later. This gives you time to prepare your setting so that you are comfortable and can guarentee minimal disturbance. This includes the use of candles, music or whatever you need to do. Once you have the mood and setting ready you can do the next bit in one of 2 ways.

The first is to meditate, centering your self and prepare for what you wish to accomplish, then hold the stone in your hands and imagining those goals filling the stone as well.

Or you can simply study the stone, its shape, weight, patterns and such while thinking about the task you with to accomplish.

Using the stone

Then when you are ready you place the stone on the area you are working on (in this case inbetween your eye brows, above your nose). Laying down is prefered, but if that isn't possible than any method to keep the stone in place will do. It is prefered that the stone touch the skin but not always a necessity, but does need to be in the area being worked on. Then stay as still as reasonably possible, for as long as possible either meditating on, or thinking about the area you are working on.

Some notes
Using crystals can produce some effects. Some positive, some not as comfortable. The worst effect might be a slight burning feeling. If this happens take the stone off, place it in cold water, then splash cool water on the area or rub with your hand and call it a day. Tingling sensations are good, but if it is uncomfortable stop at any time, shuffle your feet on the floor or touch the bottom of your feet with your hands. Good effects are feeling warmth or coolness, from the stone or the area being worked on but not enough to make things uncomfortable.