Read and take notes from published sources, like books, magazines or papers that pertain to your topic. Consider and organize common themes or unexpected contrasts that arise between facts. Establish from that research a basic, working thesis that your evidence will support and that may be revised later.
Evaluate the strength of your thesis by posing several questions to yourself, including whether you have crafted a statement that is debatable, specific enough and supported by your research. Consider bouncing your thesis statement off of an instructor or adviser at your writing center, if your school or university has one.
Locate the thesis statement somewhere in the first paragraph of your paper, ideally the final sentence. Be open to placing the thesis statement in the second or third paragraphs in papers 12 pages and longer if you've made the stylistic decision to begin with a lengthy analogy, quote or anecdote in order to command your audience's attention.