For regular monsters, the most important thing is persistence. While they tend to like specific items, usually you can use whatever you want, and they'll eventually decide youre alright.
To increase your chances, you can brush them beforehand, and then start chucking items at them. Using an item they like will also help your chances, but requires more work to set up. I generally just start giving them spare food when they're close to dead. You can also sometimes just luck out and they want to join you after you kill them.
There's a pretty good list right here of what each monster likes. Pay special attention to what boss monsters want; you can tame them, but they generally only have an item or two you can use for taming. They're also riskier to attempt to tame, since they are, after all, bosses. Note that you can't tame a boss the first time you run into them; you have to go back after beating them the first time.