In the Catholic tradition, the right hand goes from the forehead, to the chest, and then to the left and right shoulders (the order of shoulders does not matter). This is sometimes done while saying "Father, Son, Holy Spirit."[1][2]
Where the fingers are when signing the cross in the Orthodox tradition
In the Orthodox tradition, the tips of the thumb and the middle and index fingers are put together, and the ring finger and little finger are put against the palm. The first three fingers are for faith in the Trinity, and the other two fingers are for the two natures of Jesus, divine and human.[3]
↑"Est autem signum crucis tribus digitis exprimendum, quia sub invocatione Trinitatis imprimitur, de qua dicit propheta: Quis appendit tribus digitis molem terrae? (Isa. XL.) ita quod a superiori descendat in inferius, et a dextra transeat ad sinistram, quia Christus de coelo descendit in terram, et a Judaeis transivit ad gentes. Quidam tamen signum crucis a sinistra producunt in dextram; quia de miseria transire debemus ad gloriam, sicut et Christus transivit de morte ad vitam, et de inferno ad paradisum, praesertim ut seipsos et alios uno eodemque pariter modo consignent. Constat autem quod cum super alios signum crucis imprimimus, ipsos a sinistris consignamus in dextram. Verum si diligenter attendas, etiam super alios signum crucis a dextra producimus in sinistram, quia non consignamus eos quasi vertentes dorsum, sed quasi faciem praesentantes." (Innocentius III, De sacro altaris mysterio, II, xlv in Patrologia Latina 217, 825C--D.)