Write a first draft of the paper. It is helpful to write your thesis statements after at least a rough draft of the paper is already written. Then you'll have a more complete idea of the breadth of the paper and can better focus the thesis statement.
Draft the thesis statement without worrying about perfecting the grammar, breadth or language of the thesis statement.
Just as the paper goes through drafts and revisions, begin editing the thesis statement to reflect changes in the paper and on the paper's central focus.
Cut the thesis statement to the length of a standard sentence. The thesis statement will probably be a longer-than-average standard sentence, but it should not, for example, be the length of an entire paragraph.
Edit the thesis statement to match the central, conceptual focus of the paper. A reader who only reads the thesis statement should have a complete understanding of the paper's topic.
Insert the final draft of the thesis statement into the paper's opening section.