Here are several helpful links I found:
- John Wilkins: Writing the First Proposal
- Simon Peyton Jones and Alan Bundy: Writing a good grant proposal
- Ian H. Witten, updated by Janice I. Glasgow: How to get (and keep) an NSERC research grant (some parts are specific for Canada but the article contains plenty of good general advice)
- How Your Grant Proposal Compares — an article in The Chronicle of Higher Education (new!)
Update: I just found a nice post on the subject by Daniel Lemire.