The main reason that it's so difficult to write a conclusion is that all of the content of a paper has already been said, so a writer must avoid repeating himself while also not introducing anything new. The best conclusions are brief and clear -- most essays under 10 pages require only a paragraph or two. Write a succinct and powerful conclusion to leave the reader feeling that the information was covered thoroughly and that the paper was worth reading.
New Context for Introductory Ideas
The main purpose of a conclusion in an expository paper is to look back at your original ideas -- the content in your introduction -- in the context of all the things you stated in the main body of the essay. The simplest way to approach this is thinking of your conclusion as an answer. For example, now that the reader has has seen all your references and quotes in an essay on "The Great Gatsby," your conclusion explains how all that supports your interpretation of F. Scott Fitzgerald's commentary on the American upper class.
Reiterating Your Thesis
In the introduction to an expository paper, there is almost always a thesis -- a statement about the topic which is to be explored in the body of the essay. A literary essay might have a thesis like, "Fitzgerald's treatment of Daisy and Tom reveals the author's distaste for what he views as a shallow and selfish aristocracy." The body of the paper provides evidence to support this claim, primarily in the form of things Daisy and Tom have said which show them to be shallow and selfish. This evidence is then reiterated in the conclusion. A concluding sentence to match the thesis might say something like, "Although Daisy and Tom possess wealth and grace, they are ultimately superficial and self-interested. Fitzgerald does not intend for them to be likeable characters in any sense."
Use Your Transitions
Transitions in an essay help your ideas flow together gracefully, rather than seeming entirely disconnected, like items on a list. Because their task is simply to create connections, transitions can be extremely useful for finding ways to summarize a paper without sounding repetitive. For example, a transition in a paper about "The Great Gatsby" might read, "Despite the grace and nobility evident in Tom and Daisy's house, these qualities are entirely shallow." Another transition in the same paper might read, "The final and perhaps saddest display of superficiality and coldness appears just before Gatsby's funeral, when Tom and Daisy move away so as to avoid attending such an unseemly affair." These transitions provide two important clues that can be used in writing a conclusion: first, that Tom and Daisy might seem noble at first, and second, that they remain shallow and apathetic through to the end of the story.
Things to Avoid
The most common error in writing conclusions is for a writer to simply restate the introduction as a conclusion. This can be remedied by incorporating some of the "discoveries" from the body paragraphs to give the conclusion context that the introduction did not have. There are other errors, however, that you should avoid with great care. First, don't use phrases like "in conclusion" or "to conclude." When a work is written, your readers can see that it's the conclusion. Second, don't introduce any brand new information. This includes new research and evidence as well as new arguments. Finally, don't write a conclusion that covers only a portion of your paper. The conclusion, while not detailed, should represent the essay in its entirety, not just one point or section.