Lecturing can be the most effective method of teaching when you are presenting information students could not easily learn on their own. For example, a lecture may help students approach information that is inherently complex and difficult to understand, or may be necessary because a professional (you) needs to organize the material so that it can be understood by novices (your students).
When a lecture is the best choice, there are ways to structure and present it so that it maximizes student learning. Here are some resources with helpful tips for planning and delivering effective lectures.
How to Make Your Public Speaking More Effective (good basic introduction from Berkeley)
Annotated Bibliography of resources on lecturing
Carnegie Mellon's Eberly Center for Teaching Excellence provides helpful and specific tips for engaging use of the lecture, including ways to make it more interactive
Vanderbilt's Center for Teaching discusses lecturing basics, effective visuals, and mid-lecture activities
USC's Center for Excellence in Teaching addresses a slightly different issue: what about your teaching notes? How much should you write down and bring to class with you?
The Idea Center, Effective Lecturing (general principles and examples)
Derek Bok Center for Teaching & Learning (Harvard), Twenty Ways to Make Lectures More Participatory (when you don't want to be the only one talking)
Presentation Zen: After seven minutes, have they stopped listening? (working with student attention spans)
Berkeley Center for Teaching & Learning, Minimizing the Distances Between Teacher and Student (relating to your students)
Checklist for Effective Lecturing
The Act of Teaching: Theater Techniques for Classrooms Part 1 and Part 2 (videos).
Stage Blocking: Movement in the Classroom (video) suggests ways to change where you stand and how you position your body in order to underscore your message and encourage student response.
On Breathing Life into Big Lectures (video) provides tips (with examples) for injecting interest-heightening moments in the course of the semester.
Improve Your Classroom Voice (video)
Teaching Political Science (video) (really a discussion about good lecturing generally)
Technically Speaking (video) (making complex ideas simple without dumbing them down)