Get a floor plan of the house or draw a rough outline, showing all rooms where vents will be located. Put vents on outside walls, preferably under windows. Plan a return-air system to collect cold air and return it to the heating unit. Ideally, a return entry would be placed in every room with an outlet; practically, returns usually are located in hallways or other central areas, at floor level on inside walls.
Start installing ductwork at the supply plenum, the large opening where the heating unit sends its airflow into the house. Size the ductwork according to the airflow output of the heating unit, measured in cubic feet per second. Run a central supply duct the length (or width) of the house, as straight as possible. Use a basement or insulated underfloor crawl space if possible; run the main duct up to an attic as an alternative, as close as possible to the unit entry point.
Fasten ductwork to floor joists in a basement or crawl space with metal straps that go around the duct and are secured to joists on both sides. Run ductwork across ceiling joists in an attic and secure it in a few places to prevent it from being blown around by any wind that gets in. Use "natural" supports, like joist braces or gas pipes, where possible. Avoid hot water pipes or any area subject to heat.
Install ducts as straight and tightly as possible. Don't let flex duct sag more than an inch or so between supports. Avoid tight spaces that might crimp or bend flex duct, and don't make any sharp turns that could restrict airflow. Use rigid ductboard, cut and formed into rectangles, for any small spaces, such as wall cavities, that need ductwork but can't accommodate flex duct. Secure these to flex duct according to the manufacturer's directions.
Use metal sleeves, which fit inside flex duct, to join sections or connect branches to individual vents. Secure these with clamps around the flex duct, and use heat-resistant tape to seal the seams. Decrease the size of the main supply duct as branches reduce its airflow. Fasten duct to vents over the metal collars on the vents and clamp and tape those joints.
Make as many return ducts as needed to balance the total airflow from the supply side. Too small a return system will constrict the supply airflow and result in an inefficient and more expensive heating system. Install air filters at all return entries, sized to match the return duct. Don't try to use a single giant return; it's better to use two smaller returns, even though they will join at the return plenum, which connects to the heating unit.