Compile all of the vital information about the show---the date, time, venue, names of the bands playing and admission price. Make sure to note if the the show is all ages, 18 and up, or 21 and up. If there's any more important info---such as if the show is for a benefit or tied into a particular holiday---add that data as well.
Think of a design concept that fits with the band and the show's overall vibe. If it's a heavy metal show, you can't go wrong with images of demons and fire. But make sure not to be cliche. Base your design concept on the band's album artwork, for example.
Open up the design program of your choice. Choose a size appropriate to a band flyer. For a handbill, 3-by-5-inches will work. For a larger poster-sized flyer, 8.5-by-11-inches or 11-by-14-inches are appropriate sizes.
Insert the band logo on the flyer. Add a picture of the band, too, or the venue in which the show is taking place. Leave room on your template to include all the necessary show details.
Arrange the details of your show in an eye-catching manner. Use a font size large enough for people to see from a few feet away---they should be able to notice it whether they're walking by on the street or if the paper is hanging on their fridge. Choose fonts appropriate to the band. Times New Roman might not be the best choice for a hard-rock band flyer.
Save your file. Take this flyer to or email a print shop and place an order.
Do-it-yourself photocopied flyers are appropriate for punk rock and underground shows. Simply type or write out info on small strips of paper, tape them to a larger piece of paper, and photocopy the result.
For an easier approach, there are a number of free or fee-based websites that can make band flyers. They offer easy-to-use templates with stock images and clip-art.