Can you tell us what models they are? 2501, 2503, 2514, etc. That would help us figure out exactly what options you have.
If you are looking to connecct them via Ethernet, first you need two AUI-to-10BaseT transceivers, to convert those AUI ports to something useful. Then use an Ethernet cross-over cable to connect the two transceivers. Done.
If you have a serial port on each router, you can get a custom null-modem cable that goes between the two routers. Or if you have two V.35 cables, one for DTE and one for DCE, you can connect these. Then, configure a clockrate command on the one attached to the DCE cable. Done.
If you want to just connect via the AUX ports (these look like RJ-45 connections, right next to the CONSOLE ports), you can do that, too. Here's a link:
Connecting Routers Back-to-Back Through the AUX Ports
http://www.cisco.com/en/US/tech/tk801/tk36/technologies_configuration_example09186a0080093c7b.shtml
If you're looking to set up some sort of lab environment, keep in mind that any LAN and WAN interfaces you assign network address information to will come up and be useful ONLY when they're connected to something else. For example, the two Ethernet ports connected back-to-back, or a port into a hub/switch port; a Token Ring port, only if it's plugged into a Token Ring hub or MAU; serial connection only if it's matched up with something on the other side.
Hope this helps.