I was not sure where to start and I was told by my supervisors that the best way to write one is to read a few Literature Reviews and not books on how-to… It is good advice and I am reading a few examples from theses online. Howver, there is so much information online that I had to see something about the structure. I wanted to make sure I am not falling into traps that other authors may have fallen into. The best (and shortest) guide I came across is by UCSC and is available on their website:
How to Write a Literature Review
Update 11 October 2012: Here is another good one.
PhD Diary 