The strap around your body should be firm but comfortable.

When you stand side-on at a mirror, the strap that runs around your body should be horizontal and should not ride up at the back at all.

The wires should lie flat against your rib cage and should not dig in.

Your breasts should be enclosed in the cups and you should have a smooth line where the fabric at the top meets your bust.

You shouldn't have any bulging over the top or sides of the cups.

Your bra band should have enough space to insert two fingers under the back band, and one under the centre front.

Start by fastening it on its loosest hook. You will be able to tighten the bra if it starts to give in the back when you've worn it a few times.
Adjust the shoulder straps to ensure that they are not too loose. You may need to adjust your breasts to make sure they are in the cups properly.
If the back feels too tight then you should try a size up (e.g. 34 to a 36)
If the cups are too small then try a cup size larger (e.g. B to a C)

The most common mistake is wearing a size too big around the back and too small in the cup. E.g. a 36D instead of a 34DD. Listed below are the common symptoms of a bad fitting bra and the solutions:

I am bulging over the top or sides of the cup.
The cup size is too small. Your breasts should fit within the cups. Try at least one cup size bigger.

My bra rides up my back.
The back size is too big. Try a least one back size smaller. You should have a snug fitting horizontal band running around your back.

The wires stick out at the front or dig in under my arms.
The cup size is too small and not fitting around your breast properly. Try a larger cup size.

The straps are digging into my shoulders.
The back size is too big. The main support should be coming from the strap around your back. If the back is not tight enough the straps will take all the strain. Try a smaller back size.

The cups are wrinkly.
The cup size is too big. You are not filling the cups properly and should try a smaller cup size.