The simplest advice is to just mimic their natural habitat: Water, Plants, Rocks.
A healthy body of water is paramount. For the smaller species like damselflies, even the tiniest ponds will suffice. For larger species, you will want a medium-large sized pond with a diameter of 15' or greater. The larger the pond you have, the greater diversity of dragonfly species you might attract. A maximum depth of 2' or greater is preferred, this will provide the nymphs better refuge from predators and it will be more likely the adult dragonflies will choose that pond in which to lay their eggs.
Last, but not least, is to include some rocks in and around your pond. Dragonflies are cold-blooded; they like to bask on warm rocks in the sun, just like a lizard or turtle. Rocks also serve a dual purpose along with aquatic plants of providing the nymphs a place to climb out of the water and cling in place while they molt into their winged adult form.
How far are you from any established bodies of fresh water?
Dragonflies are superb fliers, and have been recorded flying up to 100 miles in a single day, but they typically don't travel much further than 5-10 miles from their origin ponds. Here in South Jersey we have many lakes and ponds, I have yet to build a pond here that was too far from established dragonfly habitats to be naturally discovered by them.
Is your pond at least partially exposed to the sun?
Dragonflies have exceptional vision, and when cruising the local skies at altitudes between 15'-300' they need to be able to see your pond before they zoom in for a closer inspection and decide if it's a good candidate for supporting their next generation of offspring. A pond that is entirely in the shade will be more difficult for dragonflies to find. If that is the case with your pond you can create a visual portal with the use of an extension-pole lopper to trim some branches that are obscuring the view.
Does your pond have a high density of fish?
This issue goes both ways. While larger fish may eat the dragonfly nymphs, the nymphs will in turn prey on baby fish fry. If you have a high density of fish, they may be competing for food and can gobble up the dragonfly larvae. A pond with a healthy proportion of fish relative to its size should be sufficient to support both your established fish population and the aquatic dragonfly nymphs.
Fun Facts about Dragonflies
Dragonfly spend the majority of their life-cycle in the larval stage as aquatic nymphs. They usually live like this for between 4-24 months. During this time they will feed on pests like mosquito larvae, but also on tadpoles and fish fry. A well-balanced pond has room for everyone, and you will get the benefit of enjoying greater biodiversity among your water garden.
Dragonflies are the best aerial acrobats in the animal kingdom. They can move each of their wings independently, and can fly in all directions, even upside-down. Engineers are currently studying their flight to create better flying machines.
One species of dragonfly holds the record for longest migration of any insect. It is the Globe Skinner, and has been recorded flying over 10,000 miles in it's round-trip from India to Africa and back. It reaches heights of over 3000' and rides the thermal air currents much like a migratory bird.