Use power words such as "free," "kill," "easy," "sex" or "secret" in your headline to grab the reader's attention. These words tend to make a person's eyes stop at least for a brief moment and it might be enough to get them interested or at least skim through the the story.
Place yourself in the shoes of the reader and consider which words and phrases are most likely to elicit an emotional response. For example, if writing an article about unemployment, think of some of the concerns experienced by people looking for work. You might write "Tearful Mom Pleas for Food" or "Unemployed Mom Lands Dream Job" depending on the content of the article. These types of headlines are very catchy as they work off of the reader's emotion. Humor can be used, but is a bit of a danger as different people find different things funny.
Delete all of the filler words to make a short and catchy headline. After drafting your first version, walk away from it and come back to it later with a fresh perspective. Ask yourself if what you have written is the most succinct way to convey what the story is about. It is very important to use the fewest number of words possible, as a person skimming through the headlines will be more inclined to skip anything too wordy, especially since competing newspapers are also battling to get that person's attention.
Create an eye-catching list or ask a provocative question. Many people love to read stories with headlines that have such phrases as "The best of," or "Top 10 tips on," or ones that simply begin with "Why did." They immediately know that this will be a short read and it is likely to satisfy their basic human need to have a question answered or find out the preferences of other people.