Wow, you're going to hear a lot of different ways to do this. It seems that everyone has their own preferred method, and you may have to try several to find what works best for you. I tried:
Chopping with a hatchet/machete -- I seemed to lack the arm strength to remove the heads with one neat whack
Breaking the neck with a broom handle -- difficult to gauge how hard to yank, too light doesn't kill them quick, too hard & you yank the whole head off
Pithing -- tricky to find the exact right spot, and you have to cut their necks afterwards anyway
Until finally I learned that the method that works best for ME is to hang them by their feet, bind their wings with duct tape or stuff them in a cone, and slice through their neck arteries. I use a very sharp knife and cut quick & deep right behind the point of the jaw, through the bare skin there, not through feathers. They "cross the road" with the first cut, although their hearts still continue to reflexively beat, which helps the blood to drain more thoroughly.