Gustavo Guimaraes is right.
First, you have to be absolutely sure of the performace of your effects. Know which ones you're goiing to do. The next thing you have ask yourself is "Why?"
Simple question, but a big answer. You have to know Why you choose these effects. You have to know why they come together. It could be a long comedy routine based on a persona (e.g. Amazing Jonathan), make a story that ties them together, or a presentation (e.g. David Copperfield), or you could be teachering lesson (e.g. Derren Brown), whatever, YOU decide why these effects are tied together. And have it make sense for you. Not to your audience. Not yet.
Once you get the why these effects are tied to you, then you tie them to each other. Perform them for yourself, feeling how it flows from one effect to another. Get an order or sorts and have a list, but don't set it in stone. Keep it flexible.
Now look what you have: an outline and a summary of your personal routine. That's the start. Now start filling in the blanks, like segways, outs, etc. Remember to keep true to who you are, not what you think the audience wants to see.
Remember they are paying to see you. You are giving a piece of yourself to them. Don't give them someone else. Also remember it takes practice and experience. You can't do one show and know your "style" right off. For example, if you want to be a funny magician, by all means, be funny, but don't try to find your "catch phrases" or mannerisms right now. Just find the basics of you, and use that. The rest will come with the experience of performing over and over.
Hope this helps.