There are essentially two ways to do this:

The first is to supply the `taxonomies` keyword in the `register_post_type` arguments array, like so:

    register_post_type('my_type', array(
        ...
        'taxonomies' => array('category', 'post_tag'),
        ...
    ));

The other is to register your post type and set up its taxonomies at a later point:

    register_taxonomy_for_object_type( 'category', 'my_type' );
    register_taxonomy_for_object_type( 'post_tag', 'my_type' );