As a teacher, one of the hard things to learn is to tell a complete story in a lecture. You don't want to just keep plodding through the material in the book, but make sure each day starts with an introduction and ends with a conclusion. I think an RPG session should be very much the same.
This can be hard, because you want to plot out a nice epic. You have a vision of the end. Its one of your best ideas and showcases all your creative genius. But ultimately, I think this view of an RPG is somewhat flawed.
I'm guilty of this sin too. In the Dark Sun game I finished running a year or so ago, I had a great plot which answered a question for me about why a wooden spear killed a sorcerer king. I decided that the other sorcerer kings orchestrated it. The Heartwood spear wasn't a holy primal artifact, but dragon-forged. Everyone knew what Kalak was attempting with his ziggurat. But the other sorcerer-kings knew that they would be in danger if they acted together. Like a big game of chicken, no one would be willing to expose themselves by making the first move. So they set up mortals to do it.
A nice plot, but that doesn't help with each individual game session. I tried to plan things about the one piece of the puzzle that I wanted to reveal each game. Early on I planted the seeds so they would know that the sorcerer-kings each hated a different race and even tried to exterminate their enemies. I had a race by the different factions to find the Orbs of Kalid-Ma, the artifact that Kalak was using to attempt full dragon transformation, and also the Heartwood Spear which disappeared (confusing people to no end with talk of spheres and spears). Some games, however, fell short of that mark, I'm sure.
Part of the problem, I've come to believe, is 4e's emphasis on the encounter. I found myself plotting encounters much more than stories. The plot was in the background while encounters took more planning. It was easy, but that's one thing that left me feeling dissatisfied with the game. This is why the
one-hour game session goal of D&D Next is so appealing.
So I've come to believe more and more than an RPG session needs to be treated more like a short story. Like a good episode of a TV show. Each revelation of the larger plot can be a shard in each adventure, but a session should, in general, have a beginning, a middle, and an end. That can be really hard with 4e, where you're more likely to plot the 3 encounters you'll have time to run.