How to add "active" class to wp_nav_menu() current menu item (simple way)

Just paste this code into functions.php file:

add_filter('nav_menu_css_class' , 'special_nav_class' , 10 , 2);

function special_nav_class ($classes, $item) {
  if (in_array('current-menu-item', $classes) ){
    $classes[] = 'active ';
  }
  return $classes;
}

More on wordpress.org:

• Highlight Current Page in WordPress 3.0 Menus
• Adding .active class to active menu item

To also highlight the menu item when one of the child pages is active, also check for the other class (current-page-ancestor) like below:

add_filter('nav_menu_css_class' , 'special_nav_class' , 10 , 2);

function special_nav_class ($classes, $item) {
    if (in_array('current-page-ancestor', $classes) || in_array('current-menu-item', $classes) ){
        $classes[] = 'active ';
    }
    return $classes;
}