There is a previous MO thread about this: Resources for mathematics advising.
Here is a list of resources:
- Section 2B of Indiana University's How to be a Good Grad Student is Advice for Advisors.
- The Assistant Professor's Guide to the Galaxy: section 7 has to do with advising. This section focuses more on what grad students can do for you, but does have one concrete suggestion:
In my personal work with students, I set goals for them and insist that they document their progress with draft manuscripts. My work with them on these drafts often leads to conference papers. My students always publish before they finish, sometimes jointly with me and sometimes on their own, depending on the degree of my own involvement.
Going off my own experience: there is a lot of value to an early publication before starting the thesis process. I think it builds confidence and probably also helps when the student hits the job market.
Advice to a young mathematician by Atiyah, Bollobas, Connes, McDuff and Sarnak.
Ravi Vakil's website has information for potential students but you can read from it his advising style: http://math.stanford.edu/~vakil/potentialstudents.html
There's also a nice (though a bit outdated) report from the National Academic Press in 1997 called Advisor, Teacher, Role Model, Friend. That definitely sums up the best advisors I know, so perhaps there is some timeless information in there.
Steve Krantz's Mathematician's Survival Guide has a lot of information, though little about advising as I recall.
Hope that helps!