Probably the most challenging questionnaires to design are for self-administered surveys, since their appearance is critical in motivating respondents. If the font is too small, the instructions confusing, the look unprofessional or cluttered, you can be sure that it will have an immediate impact on both the overall response rate and non-response error.
Even if there is a covering letter to accompany the survey, it is a good idea to reiterate the key points about the importance of the survey, due date and where to return it at the top of the questionnaire, in case it gets separated from the covering letter. It is critical that the first several questions engage the respondent. They should also be relevant to the study itself so that the respondent quickly understands what the survey is about and becomes engaged in is objectives. These questions should be straightforward with relatively few categories of response. Also, respondents should not be asked to agree or disagree with a position at the outset, but rather eased into the survey by asking them what they think is important or what they prefer.
Because of these considerations, it is not a good idea to put demographic questions at the beginning of the questionnaire. Since they are easy to answer and often seen as simple "housekeeping" items, they are much better at the end when respondents are getting tired. The same holds true for any questions considered a bit more sensitive. If placed too early, they can lead the respondent to abandon and it is better that there only be one or two questions at the end that suffer from non-response bias rather than that the response rate as a whole be reduced.
Questions themselves should be grouped in sections, and these sections should have a logical sequence. You want to avoid making the respondent "jump around" mentally, and if necessary, may even want to help him/her "shift gears" by introducing a new section. For instance, "Now we will shift slightly to ask about…" or "We would like to get your opinion on some related areas" can help the respondent travel through the questionnaire or interview.
One other important aspect to watch out for is "position bias". This bias can occur in lists, where the first items are treated differently (often seen as more important) from the last items. It is therefore a good idea to have several versions of the questionnaire, where this is an option, and change the order of the lists in question.
Instructions should clearly stand out. Too often, it is the questions themselves that are bolded or italicized, rather than the instructions. Remember that respondents will always read the questions, but unless their attention is really drawn to the instructions, they are likely to skip these. This could lead to response error, particularly if you are asking them to skip certain questions based on their response.
Be sure to also consider coding of the questionnaire to save time and confusion during the data entry stage. Whatever rationale you chose for coding, it should be discreet (i.e. not distract the respondent in a self-administered questionnaire) and consistent throughout.
Pamela Narins, the Market Research Manager for SPSS, has written some excellent "guidelines for creating better questionnaires" that you should definitely check out!