After reading about everyone saying how easy it was, this past summer my wife and I made our first foray into air layering some branches on our Violette de Bordeaux, Blue Celeste, and Black Mission. This was driven by the rotting of too many of the cuttings I have tried to root over the last couple years.
We used moistened green sphagnum moss in small disposable water bottles. A soldering iron was used as a hot knife to cut open the bottles and open a hole in the bottom for the branch to pass through. Packing tape and aluminum foil sealed in the water. Periodic checking of the moss for moisture surprised me at how long it stayed damp in the hot summer we had. The Black Mission and VdB rooted readily, while the Blue Celeste took much longer.

The Supplies

Using the soldering iron to cut open the bottle

Girdling ~1" wide strip with my grafting knife on the VdB

Applying the damp sphagnum moss-filled bottle with the girdle near the bottom
After tape and foil
The Black Mission after about one month, ready to plant
Potting up in a 1-gal with pumice, sand, and peat moss
Black Mission after potting
Black Mission and VdB in the 'nursery'
This was a fun experiment, I'm sure I will try it again if I have any long branches that will otherwise get pruned. It sure beats checking cuttings every day for proper humidity levels/mold.