Determine what question you are trying to answer with your argument. For instance, you might ask, "Why was Joan of Arc burned at the stake when other female mystics of her time were hailed as visionaries?" or "Who has the better philosophical system: Kant or Hume?"
Take notes pertaining to your thesis question as you research it. Do not take notes on extraneous information; if you find information about Joan of Arc that did not contribute to her execution, omit it no matter how much it interests you. If you are writing a paper about a work of literature, reread the relevant passages repeatedly so you are intimately familiar with the material and are able to form your own opinion about it.
Determine your thesis statement: the statement which you believe answers your thesis question. For instance, if you were writing about Joan of Arc, your thesis statement might be "Joan of Arc was executed because she wasn't as politically adroit as other female mystics." Do not worry about examples or explanations in your thesis statement; you will provide those in the body of your paper.
Review your notes and your research materials for premises that support your thesis statement. This is the evidence that initially convinced you that your answer to your thesis question was correct.
Write down any major arguments against your thesis statement that you uncovered in your research. Jot down why these arguments are unconvincing or faulty.
Outline your argument. State your thesis and arrange your evidence in a logical order, whether this is order of importance, chronological order or cause-and-effect order. Provide all the relevant evidence for your thesis, cutting anything which may no longer fit in your argument.
Explicitly state your thesis in the introductory paragraph of your essay. Do not force your readers to guess what you are trying to prove. Provide a supporting argument or major piece of evidence in each subsequent paragraph.