It would take an entire book to do justice to this topic (and a good number of books on the subject have in fact been written) but if I were obliged to offer what I consider to be the single most important point about writing such essays, based on more than 30 years of experience assisting hundreds of applicants, it would be this: Unless the specific instructions dictate otherwise (always pay careful attention to the instructions), think of this type of statement as an intellectual autobiography.
Writing at its best - ALL writing - is storytelling. Here, you are telling the story of your intellectual development, as it relates to your proposed field of study. If you are wondering about whether to include something, ask yourself whether it belongs in this context.
Follow the guidelines of good storytelling. A good story, for example, always begins in a way that gets the reader's attention. It flows logically from one point to the next. It doesn't cause the reader to suddenly stop and wonder what the writer was trying to say. It doesn't seem too long or too short. And the most successful stories are the ones that the reader would likely remember and want to tell to others.
The single biggest and most frequently recurring mistake that applicants make is not giving themselves enough time to write this critical and challenging essay. Contrary to an earlier comment, it is NOT the case that the statement of purpose can only help you and cannot hurt you, in terms of your chances for admission. In competitive programs for which admission is selective, these essays are routinely used as a tool for screening applicants out.
Don't be afraid to get help. This type of essay calls for a very special skill set, which few applicants have developed, even those who may be considered good writers. Some of the applicants you will be going up against will inevitably have sought out expert assistance. Those who do not will be at a disadvantage. Reading the thread here at The GradCafe Forums is an excellent first step, so congratulate yourself for heading in the right direction.