First: Reward good behavior. Punish bad. No seriously. Are they playing their aspects? Even if they're doing it to amass fate points, reward that. Dole it out like candy (unless it becomes a problem, then, you know...ease off). Are they overconfident? Then allow them to do something stupid. When you smack them down, they'll learn, as long as the smacking was a totally predictable consequence of their actions...
Second: Come up with a plan. But get ready to throw it out. Only write the story that has happened so far "off camera." The off camera story can be, and should be as detailed as possible. That way, when they ask you about clues or rumors, you know EXACTLY what happened and you, therefore, can more readily infer what clues were left behind or who would be in the know to talk about it. The flip side of that coin is the players are going to take your ball and ruuuuuuuuun with it down so many WEEEEIRD alleyways that you may as well not even plan for what happens "on camera." So plan out the things they didn't do, and let it unfold before them.
Thirdly: Going back to punishing the wicked...don't forget what your players did. Some of the most fun, or the best lessons can come from when they either must explain their actions to an authority figure, or that authority figure tells them how it looks from the sidelines. Sometimes that point of viewing can be jarring when it turns out you look like a right monster. It's also reeeally funny.
Fourth: HAVE FUN!
Good luck!