What are some tips you guys have for writing a good cover letter?

Short and sweet and direct to the point.
Remeber that cover letter is not a sales pitch ...it's to get their attention

^^^ Get their attention!! Everybody is stating the standard objective:
To secure a challenging position where my proven skills as a _________ can be effectively utilized...

(Hogwash)

Tell them something that gets their attention... stand out above the crowd.