If you don't have a Drawing Tablet that you can use Window>Brush Settings>Shape Dynamics>Size Jitter>Pen Pressure to vary the thickness/taper of the brush, then you can draw a path and use Stroke Path with Simulate Pen Pressure checked.
1. Use the Pen Tool set to Paths and draw out your path.
2. Select a brush from the Brushes panel
3. Go to Window>Brush Settings and under Shape Dynamics>Size Jitter set the Control to Pen Pressure
4. Right click on the path, click Stroke Path and select Brush with Simulate Pressure checked and click Ok
Like in this video