From Harvard's Graduate School of Arts and Sciences, Scholarly Pursuits:
This publication is directed toward graduate students, but much of it is very useful for fellowship applications in general. The entire publication covers a variety of issues related to graduate school and the academic career. For advice on fellowship applications, see pp. 45-54 online (p. 37 in hard copy).
From the Social Science Research Council, "The Art of Writing Proposals":
For a list of external fellowships, see Funding Opportunities page.
From the Foundation Center, tips for proposal writing.