Delegate for the right reasons. Don't simply offload the tasks you don't like; instead, pick ones that others may be better qualified to undertake or that are the least productive use of your own time.
Delegate to the right people. Core skills are important, attitude and motivation even more so. Don't just pick the person least likely to resist.
Brief thoroughly. Delegation saves you time in the long run but takes time to set up. Discuss the nature of the task, and the challenges to be faced. Ask questions, or even request a written summary, to be sure it has all sunk in.
Define results but not methods. Be very clear about what you want to be achieved and when, but be flexible about how it is done. Your people need to see that you trust them to do things their own way.
Give them the tools that they need to do the job. You're not really delegating if you don't hand over some authority. But give too much away and things might get dangerously out of hand.
Keep an eye on how they are doing. Their performance reflects directly on yours, after all. But avoid the temptation to grab the reins back at the first sign of trouble. Doing so will harm the prospects of you both.
If at first you don't succeed... keep practising. Delegation is a skill that is well worth the mastering. Do it well and you'll be admired by your team for how you manage them, and respected by your boss for what you achieve.