I've used three main methods, and I'll list them here from most effective to least effective. Unfortunately, that means I'm also listing them from most time-consuming to least time-consuming, since like many things in life, time investment and quality of outcome are directly correlated.
- GRADUAL EXPOSURE. On day 1, put your succulent in direct sun for just one hour. On day 2, put it in the sun for two hours. On day 3, three hours. You get the idea. Most people don't have the time, patience, insanely flexible schedule, or OCD tendencies it takes to do this for 15–16 days in a row. I've done it, and it works great. You might also try taking shortcuts or upping the sun exposure more quickly, but do so at your own (plant's) risk.
- SHADECLOTH. This is my favorite method, because it hits the "sweet spot" of ease and functionality. Take some shadecloth (this stuff is good, and screen works, too) and lay 3-4 layers of it over your plant. Every 2-3 days, remove a layer. Be extra careful the day you remove the last layer. In fact, ideally the last two days or so, keep the single layer of shadecloth on the plant for half the day.
- BEING A SLACKER. My most frequent and least effective method. It involves putting a plant under a table where it will get shade for most of the day, and then every time I happen to think about it, moving the plant out from under the table an inch or two, until eventually, it's in full sun for the whole day. With sensitive plants, this can sometimes result in striped burn patterns that show precisely where the shade ended.
The process of exposing a plant to more and more sun is known as "hardening" the plant. It can be really effective for bringing out the beautiful, redder hues of everything from haworthias to crassulas to echeverias. Just take it slowly, or you'll bring out the irreversible crispy brown hues instead. But even if this happens, don't lose heart! Burned leaves don't recover, but burned plants do. And new baby leaves that start while a plant is in full sun are likely to be fine in full sun. Case in point: two weeks ago, I inadvertently fried a gorgeous, double-headed echeveria dondo. The center rosettes were toast. I cleared out the brown yuckiness, and a week later, new rosettes had started to form in the center of the dead one. So far, they're in tact!