The American Historical Association (AHA) has a guide to writing history here. They also have their Presidential Address archives here (during the AHA presidential address at the yearly conference, most presidents speak on historical writing and research)

Some books I would recommend are:

Richard Marius, A Short Guide to Writing About History

Carlo Ginzburg, Clues, Myths, and the Historical Method

Martha Howell & Walter Prevenier, From Reliable Sources

Curthoys & McGrath, How to Write History that People Want to Read

This should get your started but the best way to learn how to write history is to actually write it. :-)

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