One of the most common instruments an officer will use to catch you speeding is a radar gun.  In this case, radio waves are transmitted at a specific frequency.  The waves bounce off of your car and are picked up by a receiver.  The change in frequency of the waves will tell the officer how fast you are going.

Laser guns can actually pinpoint a specific car more accurately than radar.  The laser gun can not be detected by a radar detector so they are the preferred instrument in some cases.

Aerial detection using a helicopter or plane can time how long it takes a car to travel on a stretch of highway to determine the speed.