Hold a Drumstick Traditional

Most people hold drumsticks match grip, but playing a marching snare drum is better done holding traditional since the snare drum is tilted.

Steps

Hold a drumstick in your right hand like you would match grip. Your thumb on the left side and your other fingers wrapped around the stick.
Open your left hand, palm up. Put the back end of the stick between your middle and ring fingers.
Slide the stick into the "L" shape that is made between your thumb and pointer finger.
Close your hand, not very tightly. Put your middle finger about 1/3 of the way down the stick, and your pointer about a centimeter and a half behind it. Your ring and pinky fingers should be underneath the stick, with your pinky under your ring finger.

The left hand should be more of a "twisting" motion. Before you hit, you should be able to see your palm and after you shouldn't. This is a common problem for beginners.
Don't hold the sticks too tightly.
Use your index finger to *throw down* the stick, and your middle finger to *bring up* the stick. While this should not be applied literally, thinking of the movement of the left hand like this really helps.
Only move your left wrist when hitting the drum in traditional grip with your left hand.
If you can't figure it out, just use match grip.

Thanks to Uryah for taking the photos for this article. They came from Commons, here.