Pranayama in Hatha Yoga Pradipika

This is what Hatha Yoga Pradeepika says about Pranayama -

On Pranayama

1. Posture becoming established, a Yogi or Yogini, master of himself or herself, eating salutary and moderate food, should practice pranayama, as instructed by his or her guru.
2. Respiration being disturbed, the mind becomes disturbed. By restraining respiration, the Yogi or Yogini gets steadiness of mind.
3. So long as the (breathing) air stays in the body, it is called life. Death consists in the passing out of the (breathing) air. It is, therefore, necessary to restrain the breath.
4. The breath does not pass through the middle channel (susumna), owing to the impurities of the nadis. How can then success be attained, and how can there be the unmani avastha.
5. When the whole system of the nadis which is full of impurities, is cleaned, then the Yogi or Yogini becomes able to control the Prana.
6. Therefore, Pranayama should be performed daily with satwika buddhi (intellect free from raja and tama or activity and sloth), in order to drive out the impurities of the susumna.

Methods of performing Pranayama

1. Sitting in the Padmâsana posture the Yogi or Yogini should fill in the air through the left nostril (closing the right one); and, keeping it confined according to one's ability, it should be expelled slowly through the surya (right nostril).
2. Then, drawing in the air through the surya slowly, the belly should be filled, and after performing Kumbhaka as before, it should be expelled slowly through the chandra (left nostril).
3. Inhaling thus through the one, through which it was expelled, and having restrained it there, till possible, it should be exhaled through the other, slowly and not forcibly.
4. If the air be inhaled through the left nostril, it should be expelled again through the other, and filling it through the right nostril, confining it there, it should be expelled through the left nostril. By practicing in this way, through the right and the left nostrils alternately, the whole of the collection of the nadis of the yamis (practisers) becomes clean, i.e., free from impurities, after 3 months and over.
5. Kumbhakas should be performed gradually four times during day and night (i.e., morning, noon, evening and midnight), till the number of Kumbhakas for one time is 80 and for day and night together it is 320.
6. In the beginning there is perspiration, in the middle stage there is quivering, and in the last or third stage, one obtains steadiness; and then the breath should be made steady or motionless.
7. The perspiration exuding from exertion of practice should be rubbed into the body (and not wiped), as by so doing the body becomes strong.
8. During the first stage of practice the food consisting of milk and ghee is wholesome. When the practice becomes established, no such restriction is necessary.
9. Just as lions, elephants and tigers are controlled by and by, so the breath is controlled by slow degrees, otherwise (i.e., by being hasty or using too much force) it kills the practitioner himself or herself.
10. When Pranayama, etc., are performed properly, they eradicate all diseases; but an improper practice generates diseases.
11. Hiccough, asthma, cough, pain in the head, the ears, and the eyes; these and other various kinds of diseases are generated by the disturbance of the breath.
12. The air should be expelled with proper tact and should be filled in skillfully; and when it has been kept confined properly it brings success. (N.B.--The above caution is necessary to warn the aspirants against omitting any instruction; and in their zeal to gain success or siddhis early, to begin the practice, either by using too much force in filling in, confining and expelling the air, or by omitting any instructions, it may cause unnecessary pressure on their ears, eyes, &c., and cause pain. Every word in the instructions is full of meaning and is necessarily used in the slokas, and should be followed very carefully and with due attention. Thus there will be nothing to fear whatsoever. We are inhaling and exhaling the air throughout our lives without any sort of danger, and Pranayama being only a regular form of it, there should be no cause to fear.)
13. When the nadis become free from impurities, and there appear the outward signs of success, such as lean body and glowing color, then one should feel certain of success.
14. By removing the impurities, the air can be restrained, according to one's wish and the appetite is increased, the divine sound is awakened, and the body becomes healthy.
15. If there be excess of fat or phlegm in the body, the six kinds of kriyas (duties) should be performed first. But others, not suffering from the excess of these, should not perform them.
16. The six kinds of duties are: Dhauti, Basti, Neti, Trataka, Nauti and Kapala Bhati. These are called the six actions.
17. These six kinds of actions which cleanse the body should be kept secret. They produce extraordinary attributes and are performed with earnestness by the best Yogis and Yoginis.

If you are in Rajyoga practice, you must also go through the kumbhaka and shadkarma section.

Dangers of Pranayama and Kundalini Yoga

Pranayama and Kundalini Yoga, if not performed properly, can be very dangerous. Pandit Gopi Kishan has written a good book about it. I have also found a good discussion on AyurvedaOnline forum that can be found here.

Correct Way Of Performing Neti

1 JALANETI - (CLEANSING OF NASAL PASSAGE BY USE OF WATER)

Contraindications : Blocked nostrils. Salt not to be used if a person is
suffering from hypertension or if salt is contraindicated for any other reason.
Materials Required : Jalaneti cup, glass/tumbler, body-warm potable water,
common edible salt, spoon and a napkin. Saline water should be prepared by
adding half a teaspoon of salt in half a litre body-warm water. Adjust the
quantity of salt and temperature of water as per needs.
Technique : Stand comfortably, preferably before a basin or in a bathroom.
Alternatively, sit on a chair or squat in the open space.
Fill the Jalaneti cup with saline water. Hold the filled cup in the left palm,
keeping four fingers outside and thumb towards the body. Hold the cup firmly
fixing middle finger and thumb in the depressions provided on the respective
sides of the Jalaneti cup. Bring the chin towards chest and tilt the head
suitably towards the right side. Insert the spout of the Jalaneti cup in the
left nostril, keep the mouth open and breathe through mouth throughout. Raise up
the cup slowly taking left elbow up but without changing the position of the
head unless the change is absolutely necessary. Due to this, saline water will
enter from the left to the right nostril and glide down from it. Let the flow of
water coming out of right nostril be slow, smooth, continuous and uniform.
Repeat the above actions, now holding the filled Jalaneti cup in the right
hand for getting the flow of water out from the left nostril. This completes one
round of Jalaneti. Normally, one round of Jalaneti, practised preferably in the
moring, is enough. In special conditions, however, rounds of Jalaneti can be
increased and practised for more than once in a day and at convenient times, as
per needs.

RUBBERNETI (CLEANSING OF NASAL PASSAGE BY RUBBER CATHETER)
Contraindications : Growth of bone or flesh in the nostrils, septum deviation
or blocked nostrils.
Materials Required : 1) Rubber Catheter (surgical quality) of suitable length
and diameter. Clean the catheter thoroghly. Dip it in boiling water before and
after use for making it hygienic. Use the moist/wet catheter only. 2) Clean
napkin. 3) Clean hot and cold potable water.
Technique : Stand before the basin or in a bathroom/ open space or sit in a
chair or squat. Take wet catheter in the right hand. Open the mouth, tilt the
head a little up and back. Give a slight inward curvature to the tapered end
side of the moist/wet catheter and gently insert that end of the catheter in the
right nostril. Along with the inhalation, gently push the catheter inside. If
needed, one can close the left nostril while inhaling by right nostril to
increase the force of inhalation which will enable catheter to go inside along
with forceful
inhalation. But the force should not be more than required as otherwise the
catheter may go more to the upside and touch the olfactory nerves which may
cause intense pain.
Coughing or irritation felt at the throat are the sure indications of catheter
having entered in a throat. At that stage, stop pushing the catheter further
inside. Now wide open the mouth. Enter the pair of thumb and the index finger or
that of index finger and the middle finger inside the throat and catch the
tapered end of the catheter. Slowly pull the catheter out from mouth,
simultaneously loosening the other end of the catheter. Catch hold of upper end
of the catheter in the right hand thumb and index finger and its lower end
coming out from the mouth in the left hand thumb and index finger. Keep the
mouth open and give a gentle massage to inner layer of the nasal passage by
gently moving the catheter to and fro for 3 to 5 times. If required, the number
of massaging movements can be increased provided they are done comfortably and
with the least efforts.
Gently pull the lower end of the catheter out from the mouth simultaneously
loosening the other end of the catheter for facilitating the catheter to come
out comfortably. The upper wide open end of the catheter will cleanse the nasal
passage and remove dirt while coming out from the mouth. Clean the catheter
thoroughly both from inside and outside before using it again. Do the same
action of Rubberneti through the left nostril. Cleansing right and left nostrils
with the rubber catheter will complete one round of Rubberneti.
After completing the practice, clean the catheter thoroughly inside-outside,
shake off water from the catheter, wipe it with a clean and dry cloth. This
should be done meticulously as otherwise lapse in it may prove dangerous. Keep
the catheter in an air-tight box of a suitable size and* preferably of a round
shape.
Notes :
1. One round of Rubberneti may be practised daily or as and when
required,
preferably in the morning. One can practise Rubberneti from any of the
nostrils first.
2. In the beginning, one can lubricate the tapered end of the
catheter with a
suitable edible oil or ghee for ensuring smooth and comfortable
movement of catheter inside the nostrils.
3. Nails of index, middle and thumb fingers must be well trimmed and
filed so hat they don't hurt the mucous membrane while taking out end of the
catheter from the mouth.

Benefits :
1. Cleanses the nasal passage thoroughly.
2. By gentle massage, refreshes nerve ends at the inner layers of
nostrils.
3. Increases the resistance and tolerance level of
delicate inner layers of the nostrils and the nerve ends.
4. Helps to prevent and cure functional types of cold , asthma,
bronchial troubles and breathing problems. Improves the overall health of the
ear, nose and throat.
5. Prevents and restricts septum deviation and troublesome growth
of bone or flesh in the nostrils. Improves breathing.
6. When practiced along with other nasal cleansing processes like
Jalaneti, Shwasana-Marga Shuddhi, Kapalabhati, benefits get enhanced.

Taken from a post from AyurvedaOnline forum. Please check the full post here.