I have blogged before about Keith Head's formula for writing an introduction as well as Marc Bellemare's formula for writing a conclusion. Marc has come through for us once again with a formula for writing all of the bits in between. Like Marc, I always start my papers with section titles. (Hmm..maybe it makes me feel like the paper is practically written, I just need to fill in some words.) Next, I take a stab at the introduction. This helps guide my research, think about a structure, etc.. After that, I start writing up different sections often based on my mood. But here's the key thing: after writing each section, I typically go back to the introduction. The introduction gets written and rewritten many, many times through the course of writing a paper. Yes, introductions are THAT important. The good news: no need to worry about getting it perfect the first time.
Back to the structure of the paper. What to do when in the same paper you use different data sets and/or different empirical frameworks? Sometimes authors describe both data sets in the data section, then both estimating equations in the empirical framework section, etc. The problem with this approach is that by the time results are presented, readers have forgotten some of the details about the data or estimating equation. I prefer to start the paper with baseline results, then I describe any additional data sets and estimating equations (and further results) after that. This certainly makes for less boring repetition.