Some yeasts are not particularly flocculant, so don't expect them to clear on their own. It doesn't affect taste, so lots of people don't worry about it. However, lots of people are into presentation. If you are one of them, there are a few things you an try to clarify your brew.
1. Add gelatin. I think a "standard" packet is about 1/4 oz. you can get a 4 pack for like $0.99 at any grocery store. Get unflavored. Put the packet into some warm water for microwave 10 seconds at a time until it is dissolved. Don't overheat it. Pour that into your brew and leave it for 24-48 hours.
2. Cold crash. Cool it as much as possible without freezing and hold it there for 24-48 hours or longer. Ideally you would get into the low 30's, but if you can't, any cooling is better than none.
3. As was mentioned, the longer you leave a bottle in the fridge, the clearer the beer will be and the more compacted the sediment will be. Pour gently (in one pour) into a glass, leaving the last 1/2" behind.