Rob Weir writes in Inside Higher Ed on how to conduct a lecture that your students will actually pay attention to. Good advice — I like this quote: "It's better to say a lot about a little than a little about a lot."
A time-tested way of engaging students is using a hook. Unveil a teaser, pose a question, tell a story, be provocative, invite brief brainstorming… any adult equivalent of "Once upon a time …." Frontloading wonderment helps keep an audience. For instance, when I want students in my Civil War class to consider a stated objective about the link between ideology and historical memory I show a slide of King George III, George Washington, Benedict Arnold, Jefferson Davis, Abraham Lincoln, and Robert E. Lee. I ask, "Which figures can we pair and why?" For a lecture on the economics of the Salem witchcraft trial I hold up a shard of imported 17th century pottery and tell students, "This little scrap of crockery contributed to the death of 19 people in 1692."
Once hooked, proceed to the body. Illustrate the thesis, don't hammer it into submission. In days past I crammed as much detail as I could into lectures, which often led to confusion (and sore note-taking wrists). It's better to say a lot about a little than a little about a lot. Delving into a few examples makes for a more cohesive narrative. Make sure that everything in your lecture relates to the objectives and isn't just shoehorned in for the sake of being "comprehensive." The real skill in lecturing is how well you assemble and organize material, not how arcane, esoteric, or exhaustive it is.