I use a coffee filter. I suspend the filter inside a standard kitchen funnel, folding the ends over the edge just enough that I can slide a rubber band over the filter to hold it in place.
A brine shrimp net (the small nets sold at petshops) will work as well, but a lot of the newly hatched shrimp are small enough to pass through the mesh, so it's not quite as efficient as the coffee filter.
Either way, I use the same method to extract the shrimp. I shine a flash light into the hatching container (near the bottom) for about 10 - 15 minutes, so that the brine shrimp are concentrated into a small area. Then I use some airline tubing to siphon the shrimp out (doing my best to avoid as many eggs/cysts as possible) and let the contents drip through the brine shrimp net or the coffee filter.
Once all the liquid has drained, I can then run some water over the shrimp I've collected and then I just dump the shrimp into my tanks.