Considering students as partners in teaching and learning instead of objects of the act of instruction makes a great difference. When students are aware of the learning objectives of the day, they can better participate in active learning. One great teacher told me how she constantly asks her students "Why are we learning this?" in a very informal way. This simple sentence is an excellent example of encouraging thinking and sharing the tools for understanding with students. They are active participants in their own learning, and have a shared goal in their minds: "We are learning this because...."
Making the goal of the lesson or activity clear, and reminding students that it is their responsibility to learn it, and that your job is just to help them is a huge step towards the right direction. Engagement is the best tool, because learning happens in your students brains. After setting up the scene for learning you can just step back and observe your students to learn effectively, and of course be there to help them if any assistance is needed. This type of learning facilitation provides you more opportunities to differentiate for students and help them have more successful learning experiences. Every good learning experience contributes to students positive self-determination outcomes, and thus helps your students become more confident in their own learning.
Letting your students explain their own thoughtsabout the learned to each other helps them understand the objective better. Even we adults often reflect our thoughts in conversations, and gain the clearer understanding about different matters while discussing about it. Let your students benefit from that, too, and try negotiating meaning with their classmates. Small group discussions can be easily managed in a classroom with well targeted speaking assignments.
Also, providing a clear summary of the lesson or activity helps your students learn. We want to teach for understanding, not just for memorizing, right? The revised Bloom's Taxonomy (remember -> understand-> apply -> analyze -> evaluate -> create) is a good tool to guide your thinking and help make the higher level thinking happen in your classroom. Just remember that in order to be able to apply, student must remember and understand what they are doing - and actively choose to be participating in it!
Ryan, R. M., & Deci, E. L. (2009). Promoting self-determined school engagement: Motivation, learning, and well-being. In K. R. Wentzel & A. Wigfield (Eds.), Handbook on motivation at school (pp. 171-196). New York: Routledge.