1. Provide Alternatives
Since your rabbit needs to chew, first you need to provide a good variety of alternatives on which your rabbit can safely chew. Branches from apple or willow trees, safe rabbit toys, untreated willow baskets and toys, untreated grass mats, and cardboard all make good alternatives. Providing multiple items gives your rabbit more choice and if you have different sizes and types of chew toys around, chances are one of them will satisfy your rabbit's craving to chew. Of course, you should also provide your rabbit with a couple of safe chew toys in the cage as well. A variety items to help keep your rabbit occupied can be found in "Rabbit Toys."
2. Rabbit-Proof Your Home
Good rabbit-proofing takes away much of the temptation and opportunity to get into trouble. Don't give your rabbit free run of your home, at least not at first: pick a limited space and thoroughly rabbit-proof that space to make training easier. Things like electrical wires are very dangerous for your rabbit so you must make sure there is no way your rabbit can get to them in the first place. Furniture and other belongings should also be protected. The less your rabbit can demolish, the less frustrated you will be, and training will be smoother. See "Rabbit-Proofing Your Home" for more strategies.
3. Supervise and Redirect
Your rabbit doesn't instinctively know that he is not allowed to chew on your furniture and other belongings, so you must teach him. This means when you are starting out with a new rabbit, you must watch your rabbit carefully at playtime. Make sure you start this training as soon as you bring your rabbit home, so no bad habits get started. Whenever your rabbit tries to chew something he/she should not, say "no" firmly (no need to yell) and clap your hands, and then give your rabbit an appropriate chew toy.
4. Have Patience
Your rabbit will take time to learn, and he or she will probably test you along the way, so be patient but consistent. Never hit your rabbit. If your rabbit keeps going back to your things instead of chewing on her toys, put your bunny in a "time-out" in the cage for a few minutes. Another alternative is to use an exercise pen (collapsible, portable cage for dogs) for at least part of playtime outside of the cage, so you can relax on supervision and training a bit. As your rabbit gets older and settles down, chewing will become less of an issue, but consistency and patience right from the beginning is your biggest training advantage.
5. Spay and Neuter
Spaying or neutering rabbits helps make them less prone to destructive behavior, including chewing.
Note: about Bitter Apple Spray and other Deterrents:
You can try using a bitter apple spray (available at pet stores) on items your rabbit likes to chew. Many rabbits don't mind the taste, though (and some even seem to like it), so while this may be worth a try, is often not effective. If it does work with your rabbit, the spray must be re-applied frequently.