Narrated ‘Abdullah bin Abbas (radiallaahu `anhu):
The Prophet (sallallaahu `alayhi wasallam) with his companions started from Medina after combing and oiling his hair and putting on two sheets of lhram (upper body cover and waist cover). He did not forbid anyone to wear any kind of sheets except the ones colored with saffron because they may leave the scent on the skin. And so in the early morning, the Prophet (sallallaahu `alayhi wasallam) mounted his Mount while in Dhul-Hulaifa and set out till they reached Baida’, where he and his companions recited Talbiya, and then they did the ceremony of Taqlid (which means to put the colored garlands around the necks of the Budn (camels for sacrifice). And all that happened on the 25th of Dhul-Qa’da. And when he reached Mecca on the 4th of Dhul-Hijja he performed the Tawaf round the Ka’ba and performed the Tawaf between Safa and Marwa. And as he had a Badana (singular of budun)and had garlanded it, he did not finish his Ihram. He proceeded towards the highest places of Mecca near Al-Hujun and he was assuming the Ihram for Hajj and did not go near the Ka’ba after he performed Tawaf (round it) till he returned from ‘Arafat. Then he ordered his companions to perform the Tawaf round the Ka’ba and then the Tawaf of Safa and Marwa, and to cut short the hair of their heads and to finish their Ihram. And that was only for those people who had not garlanded Budn. Those who had their wives with them were permitted to contact them (have sexual intercourse), and similarly perfume and (ordinary) clothes were permissible for them.
Here’s a detailed description of Hajj.