My $0.02:
1) Come up with a story arc. Know where you're planning on it going. Know how the characters are getting involved. Base it on the focus of your game; are your characters average joes? Are they movers and shakers? Is what they're doing going to leave even the broken vase standing, or will it shake the city to its very foundations? Figure out the beginning, the intended end, and the scope.
2) Make some notes about plot points. Don't write a novel, just get a vague idea of where the action's happening. So the end result is that the mad Dr. Magik is going to complete his ritual, become a god, and take over the world; and the players get involved because he kidnapped their dog. Are there certain scenes you *know* you want them involved in? Certain reveals you need to have happen? Make index cards. Not an outline - that implies order in most peoples' minds. Just unordered plot points.
3) Index cards really are your friend. Make one for an NPC, with a couple of notes that'll remind you who they are and what's already happened with them (Joe the Dog-Catcher. Hates his job. Met at the pound looking for the character's dog.). Make one for a location, with high points ("background count", "quick police response", "fault electrics", "fire trap"). Make one for important plot points (The new deputy mayor, who wants to appoint his brother-in-law the new dog-catcher, is in cahoots with Mad Dr. Magik.)
4) Be flexible, and be prepared for everything to fall apart - and this is why you should *not* get a story locked in your head. High points? Yes. Characters? Yes. Locations? Yes. Storyline? No, because your players will (accidentally, without knowing, and with the best of intentions) rip it to shreds. A perfect example is a D&D module I was reading through recently; it happened to be designed with easier encounters at the front gate and the assumption the party would go in there and work their way up to harder stuff. A GM noted that his party declared the front gate an "obvious trap" and instead climbed a cliff to go in the roof, triggering about four of the really hard encounters accidentally - one while the paladin and cleric were halfway up a rope and without armor.
5) Try to work your characters' aspects into the game. Not *all* of them *every* time, but Fate and DFRPG are intended to be role-play-heavy, not roll-play-heavy, IMHO. The players put work into they characters; thread it through your story. Make it personal, get them involved.
6) Don't be afraid to embarass yourself. Use the little girl's voice and the old man's voice. Flirt with the suave face and cower in your chair from the terrible ogre or fearsome wizard. Get them involved.
7) Try - at opportune moments - to be dramatic. You know that major plot point? The enchanted dagger still crusted with blood as Mad Dr. Magik runs away to his secret hide-out? $10 at an army surplus store, 10 minutes with an engraver, and a packet of dried ketchup = awesome prop with runes on the blade and dried blood. "The doctor runs out through the door, screaming spells that collapse the passageway behind him, and on the altar you see -" *pull out dagger* *thump on gaming table* "- that he left his ritual dagger behind!"
Remember that everyone's there to have fun - you *and* them. You have expectations, they have expectations. Be as aware of them as you can be. If someone's unhappy, find out why. If it's you, figure out why.
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