Take a loose tape measure and wrap it around your wrist. You could also use a string and just measure the length you need based on how it fits. Keep in mind that if you plan to wear several pieces at a time you may want to pick a size up for the ones that will be worn higher on your arm.

small: 6.0" or smaller (very petite wrists)
medium: measures 6.5-7" (average woman's wrist size)
large: measures 7.5"+