The battery powered ones are probably the easiest to use, but I've never tried one. The regular siphon-powered ones are just that; they require a siphon to work.
What I always did was just put the tube in the bathtub and then fill it with water until the whole tube was filled with water. Then, I'd put my finger on one end to keep the water in, put the larger end all the way in the tank, then put the end with my finger on it in the sink or in a bucket. Water should continuously come through.
They are used, like you know, to suck up poo from the gravel. Once a week should be enough once you got it under control, and that could serve as your weekly water change, as well, since it sucks up a considerable amount of water. This also means you have to use your time well when you suck the water up, since you don't want to suck more than half the water in the tank before you clean it up.
-Ben