In general, you're going to use hyperfocal distance calculations with the aperture as the unknown. Forgive me if I'm beating a dead horse, but I want to make sure its application is fairly clear. This would be my normal process if I shooting something where I want to shoot at the hyperfocal distance.
1) First, I compose the shot. This is especially important with a zoom lens, as I will need to know the focal length I plan on using.
2) I now evaluate the scene I've composed and find the closest object that I want to be in focus. Let's say in this example, I had my focal length set to 50mm and the closest object I want in focus is 5 meters away.
3) Now, I go to my hyperfocal distance calculator and enter a 50mm focal length and 10 meters for the distance. Why 10 meters and not 5? That's because focusing at the hyperfocal distance (10 meters in this case) keeps everything half that distance (i.e. 5 meters) out to infinity in focus.
4) OK, I'm too lazy to pull up a hyperfocal distance calculator online, but lets say it tells me I need an aperture of f/9.0.
5) Now, I set my aperture to f/9.0 and focus on something that's about 10 meters away. Unfortunately, focus rings on most modern lenses aren't very accurate, so I wouldn't recommend using the distance markings on the lens to focus at 10 meters. Now, as a technique, since I'm probably just guesstimating 10 meters, I may add an extra 1/3 to 2/3 stop, depending on how far off I think my estimation is.
And that's it. . .well, press the shutter button of course. Hopefully that makes sense.