user2103: I have read that one exercise to improve one's analysis/thinking skills is to set up a position, then write out and evaluate all the variations that could take place. Or write out analysis of one's own games (see for example this post). 
How do you actually write this out? Or better - how do good players usually write out their analysis?
I once tried it, but my paper soon became a jumbled mess. Particularly as you start to get branching lines and so forth it becomes hard to write and keep track of it all. Especially if you start writing out a line, but want to go back to a previous line. Is there some "special" method to write out analysis?

user2106: According to the previous suggestion, here is an example on how I do automatic analysis with Crafty (it is not the strongest but I find it useful to check blunders) under Windows :
@echo off
for %%i in (w?.pgn) do (
echo annotate %%i w 4-99 0.4 15 1 | crafty >NUL
if %ERRORLEVEL% EQU 0 (
    if EXIST %%i.can (
        type %%i.can >>analyze.pgn
        del %%i %%i.can
    ) else (
        echo %%i.can missing...
    )
) else (
    echo An error has occurred... %ERRORLEVEL%
)
 )
 for %%i in (b?.pgn) do (
echo annotate %%i b 4-99 0.4 15 1 | crafty >NUL
if %ERRORLEVEL% EQU 0 (
    if EXIST %%i.can (
        type %%i.can >>analyze.pgn
        del %%i %%i.can
    ) else (
        echo %%i.can missing...
    )
) else (
    echo An error has occurred... %ERRORLEVEL%
)
 )

That script assumes you save your game as White in w?.pgn files (one file for each single game) and b?.pgn as Black, and Crafty analyses only your side. Crafty uses 15 seconds for each move and writes out the analysis only if its score evaluation differs at least 0.4 points from your move evaluation. Only one variation is written. The output is saved into analyze.pgn. This script might be easily adapted for UNIX/Linux and/or with different parameters.

user924: I write down a scratch version on paper during the analysis. If I actually do my work well (some days it's hard to decide on any variations at all), then the paper will end up as a mess with lots of lines, arrows, strike throughs, question marks, etc.
Usually once I reach a conclusion, only a few of those lines turn out to be relevant. Those I copy to a final version (in Scid, as others have noted). Doing all the analysis in Scid makes it too easy to turn on an engine, or record all of the moves I try during analysis, most of which will turn out to be irrelevant.

user918: Your question is strongly related to how to analyse your chess games so I will start from there.
What are you looking for when you are studying one of your games (maybe a loss)?
That's the first thing that you should be asking to yourself.
Someone could respond that he is looking for better moves or ideas that he missed during the game, but this it is only part of the answer. Do you really think that knowing that in this x position you should have played y instead of z is useful? Do you really think that after determining that you will have improved? Of course not.
What you are looking for is why you played z in the first place. 
What was your thought process? What replies from you opponent did you fear that prompt you to choose your move (yes in the end we always choose the move that feels more pleasant to us).
You should be looking for patterns that make you do a bad move.
I give you some examples of mistakes that I do that I noticed from my games:
-If I get an advantage and I have the chance to gain material (often a pawn), I tend to go for it and lose the control of my position as a whole (as if the gain of material was the logical consequence of my superior play).
-I tend to play forcing move in my games. If you think about it, forcing moves is everything that the chess players calculate when looking at a position, but if a forcing move gives you nothing you should play something that keeps the tension.
-I tend to play a move also when I think it is not right just because I am too lazy to calculate more.
And a lot of other patterns.
Actually it is not even necessary that when you spot these patterns you annotate them in your games. It is just enough to take note of these common trends somewhere and make a plan to avoid them in the future (you will start to sense these critical positions that make you go wrong better).
But if you want to annotate your games nevertheless, then at least look for these patterns (they differ from player to player) and write them down next to the critical moves. Write everything that you were thinking in those moments.
In the end, you will notice that you always make the same kind of mistakes (everyone does) and there comes the difficult part: try to make a plan to eliminate them.
Most people stopped before even starting to analyse their games, others stop here because it takes too much effort. Masters did all these things without even realising it because they like chess so much that it was not a chore at all.

user1751: Computer Database programs (like the popular + free SCID) do the job pretty well provided you do not turn the engine on, nor have any other indicators (opening tree, endgame table bases etc.) enabled to distract you from focusing on writing down all the lines. 
I sometimes first do this in notepad as entering moves into a database allows you to see the pieces move, so it is cheating because you're not training your brain to visualize.  Once I'm confident of a line and its evaluation, I transfer it over to the database program.
Most DB software comes with nice bells and whistles for comments, variations, arrows/square highlighting as shown in the following example using SCID:

You can save each position into a file and collect oodles of these in a database for future review. Nice, clean and as organized as you can make it! 
What's nice is that once you are done, a strong player (preferred) can help critique this and you can add some more notes on where your analysis was inaccurate or just plain wrong.
As an added tip, make sure you start off with tactical positions (examples would be regular puzzles with a lot of forcing lines to calculate out) and then move towards rich analytical positions where there is no clear winning advantage in sight. NM Heisman's suggestion of the Stoyko exercises is definitely worth reading to get an idea of how to do this.
Update:
For non-software based ways of organizing analysis,  you can try mind-mapping but if that's too messy, why not derive inspiration from the popular MCO/NCO tabular-style of representing opening theory, for example:


2103: <p>I have read that one exercise to improve one's analysis/thinking skills is to set up a position, then write out and evaluate all the variations that could take place. Or write out analysis of one's own games (see for example this <a href="https://chess.stackexchange.com/questions/188/how-do-i-analyze-my-game-after-playing">post</a>). </p>

<p>How do you actually write this out? Or better - how do good players usually write out their analysis?</p>

<p>I once tried it, but my paper soon became a jumbled mess. Particularly as you start to get branching lines and so forth it becomes hard to write and keep track of it all. Especially if you start writing out a line, but want to go back to a previous line. Is there some "special" method to write out analysis?</p>
 2106: <p>According to the previous suggestion, here is an example on how I do automatic analysis with Crafty (it is not the strongest but I find it useful to check blunders) under Windows :</p>

<pre><code>@echo off
for %%i in (w?.pgn) do (
echo annotate %%i w 4-99 0.4 15 1 | crafty &gt;NUL
if %ERRORLEVEL% EQU 0 (
    if EXIST %%i.can (
        type %%i.can &gt;&gt;analyze.pgn
        del %%i %%i.can
    ) else (
        echo %%i.can missing...
    )
) else (
    echo An error has occurred... %ERRORLEVEL%
)
 )
 for %%i in (b?.pgn) do (
echo annotate %%i b 4-99 0.4 15 1 | crafty &gt;NUL
if %ERRORLEVEL% EQU 0 (
    if EXIST %%i.can (
        type %%i.can &gt;&gt;analyze.pgn
        del %%i %%i.can
    ) else (
        echo %%i.can missing...
    )
) else (
    echo An error has occurred... %ERRORLEVEL%
)
 )
</code></pre>

<p>That script assumes you save your game as White in w?.pgn files (one file for each single game) and b?.pgn as Black, and Crafty analyses only your side. Crafty uses 15 seconds for each move and writes out the analysis only if its score evaluation differs at least 0.4 points from your move evaluation. Only one variation is written. The output is saved into analyze.pgn. This script might be easily adapted for UNIX/Linux and/or with different parameters.</p>
 924: <p>I write down a scratch version on paper during the analysis. If I actually do my work well (some days it's hard to decide on any variations at all), then the paper will end up as a mess with lots of lines, arrows, strike throughs, question marks, etc.</p>

<p>Usually once I reach a conclusion, only a few of those lines turn out to be relevant. Those I copy to a final version (in Scid, as others have noted). Doing all the analysis in Scid makes it too easy to turn on an engine, or record all of the moves I try during analysis, most of which will turn out to be irrelevant.</p>
 918: <p>Your question is strongly related to how to analyse your chess games so I will start from there.</p>

<p>What are you looking for when you are studying one of your games (maybe a loss)?
That's the first thing that you should be asking to yourself.</p>

<p>Someone could respond that he is looking for better moves or ideas that he missed during the game, but this it is only part of the answer. Do you really think that knowing that in this x position you should have played y instead of z is useful? Do you really think that after determining that you will have improved? Of course not.</p>

<p>What you are looking for is <strong>why</strong> you played z in the first place. </p>

<p>What was your thought process? What replies from you opponent did you fear that prompt you to choose your move (yes in the end we always choose the move that feels more pleasant to us).</p>

<p>You should be looking for <em>patterns</em> that make you do a bad move.</p>

<p>I give you some examples of mistakes that I do that I noticed from my games:</p>

<p>-If I get an advantage and I have the chance to gain material (often a pawn), I tend to go for it and lose the control of my position as a whole (as if the gain of material was the logical consequence of my superior play).</p>

<p>-I tend to play forcing move in my games. If you think about it, forcing moves is everything that the chess players calculate when looking at a position, but if a forcing move gives you nothing you should play something that keeps the tension.</p>

<p>-I tend to play a move also when I think it is not right just because I am too lazy to calculate more.</p>

<p>And a lot of other patterns.</p>

<p>Actually it is not even necessary that when you spot these patterns you annotate them in your games. It is just enough to take note of these common trends somewhere and make a plan to avoid them in the future (you will start to sense these critical positions that make you go wrong better).</p>

<p>But if you want to annotate your games nevertheless, then at least look for these patterns (they differ from player to player) and write them down next to the critical moves. Write everything that you were thinking in those moments.</p>

<p>In the end, you will notice that you always make the same kind of mistakes (everyone does) and there comes the difficult part: try to make a plan to eliminate them.</p>

<p>Most people stopped before even starting to analyse their games, others stop here because it takes too much effort. Masters did all these things without even realising it because they like chess so much that it was not a chore at all.</p>
 1751: <p>Computer Database programs (like the popular + free <a href="http://scid.sourceforge.net/" rel="nofollow noreferrer">SCID</a>) do the job pretty well <strong>provided</strong> you do not turn the engine on, nor have any other indicators (opening tree, endgame table bases etc.) <strong>enabled</strong> to distract you from focusing on writing down all the lines. </p>

<p>I sometimes first do this in <strong>notepad</strong> as entering moves into a database allows you to see the pieces move, so it is cheating because you're not training your brain to visualize.  Once I'm confident of a line and its evaluation, I transfer it over to the database program.</p>

<p>Most DB software comes with nice bells and whistles for comments, variations, arrows/square highlighting as shown in the following example using SCID:</p>

<p><img src="https://i.stack.imgur.com/RcRSv.png" alt="enter image description here"></p>

<p>You can save each position into a file and collect oodles of these in a database for future review. Nice, clean and as organized as you can make it! </p>

<p>What's nice is that once you are done, a strong player (preferred) can help critique this and you can add some more notes on where your analysis was inaccurate or just plain wrong.</p>

<p>As an added tip, make sure you start off with tactical positions (examples would be regular puzzles with a lot of forcing lines to calculate out) and then move towards rich analytical positions where there is no clear winning advantage in sight. NM Heisman's suggestion of the <a href="http://home.comcast.net/~danheisman/Articles/Exercises.html" rel="nofollow noreferrer">Stoyko exercises</a> is definitely worth reading to get an idea of how to do this.</p>

<p><strong>Update:</strong></p>

<p>For non-software based ways of organizing analysis,  you can try <a href="http://en.wikipedia.org/wiki/Mind_map" rel="nofollow noreferrer">mind-mapping</a> but if that's too messy, why not derive inspiration from the popular MCO/NCO tabular-style of representing opening theory, for example:
<img src="https://i.stack.imgur.com/oIdXC.png" alt="enter image description here"></p>
