I make mine the most basic way ...
Boil up some eggs (make more than you think because some will crack or not slice properly). Cool.
Peel and slice the eggs lengthwise (Martha Stewart does hers width-ways and it actually looks pretty cool).
Remove egg yolks to a bowl. And place the whites on a deviled egg platter/tray or, if you don't have one, a plate. Just cut a tiny slice off of the bottom of each egg to help them stay put.
Mix some mayo, salt, pepper, and a little mustard in the bowl with your egg yolks. Add a little milk to help get the right consistency (like a tsp or so). You don't want it too dry, but don't make it too runny or it won't pipe right.
Scoop the mixture into a ziplock bag (or you can use a piping bag) and cut a smallish hole in the bottom. Then pipe into the holes of the whites. You can just use a spoon but piping is a bit prettier. To add color, I sprinkle mine with dried parsley (fresh even better), or a shaking of paprika. I think I did both in the above pic.