Yes it would be helpful if you can share a list of effects you know, that you are considering using (what's your A-list).
Making a show is really personal. It depends on your style and personality a lot. Are you a storyteller? Are you going for mysterious stranger, comedian, master of the universe or magician in trouble? Are you trying to be an actual mind reader, psycological manipulator, or just doing mental-magic tricks?
Everyone is different, but for me, I first figure out something I want to communicate to my audience in 1 sentence. What is your show about? What do you want them to know/learn/feel/experience after the show? Entertaining is not an answer for this. That is obvious and implied. Think deeper.
Then I take my A list material and slot it in. (this is stuff I know hits hard, is practiced, timed, and I am very confident with). Then I figure out how each of those can be adapted to achieve my one sentence goal. From there I fill in with effects that particularly drive my point home.
But everyone is different in their approach to these things.