Lie on one side on a bench with a dumbbell in the upper hand. Keeping the upper arm horizontal against your side, extend the elbow maximally, then lower again under control.
 
Purpose
The sidelying tricep extension is essentially a dumbbell version of a cross-body pushdown. It will employ all tricep heads and is easier to keep strict than many tricep exercises.
 
Programming
Generally 8-15 reps are appropriate.