Consider the length of your paper. A three-page paper will require a more limited argument than a 30-page paper. If you don't feel that you can make a convincing argument in the proscribed length, your thesis may be overly broad; you should make it more specific.
Conduct preliminary research. Often your argument will be limited by the resources you have available. Find out what sources you have on hand and what you may be able to get at a later date, such as books requested through inter-library loan. If you know the basics of your sources before you begin constructing your argument, you can avoid placing too much weight on a piece of information you'll never be able to find.
Sketch your argument. Write down the facts you have available and draw a diagram showing how they connect. This will help you uncover connections you may have missed and determine the most logical way to organize your paper.
Create an outline. Always place a strong argument both in the beginning and the end of the paper, and weaker arguments in the middle. This is not to suggest that you should have weak arguments in your paper; however, they will be less noticeable in the middle, since people tend to remember beginnings and endings better.
Craft a topic sentence for each paragraph. The topic sentence reveals the main point of the paragraph, and the rest of the paragraph supports it. A reader should be able to understand the basics of your argument merely by skimming the first sentence of each paragraph.
Provide evidence for each point of your argument. Use primary sources as well as secondary sources; don't just repeat others' interpretations of a text, but use evidence from the text itself to prove your point. Always provide context for quotations; never begin or end a paragraph with one.
Write an introduction and conclusion. Even though the introduction comes first, it is often easier to write after a paper is completed. A good introduction provides a broad overview of the topic, states your thesis and offers the reader any background information or definitions necessary to understand your argument. A good conclusion does not merely restate the introduction, but explains to the reader why your argument is important.