Cherry pick factoids, take details out of context, mine quotes from public figures, elevate obscure minor incidents to center stage, juxtapose unrelated events, obsess over coincidence, point to suspicious lack of evidence that (if it existed) would support your theory, and always, always have pictures with big red arrows pointing to nothing in particular.

The general rule is: stitch together everything that vaguely supports your theory or calls into question the mainstream explanation, and ignore or deny everything that does not fit.