"Your players are rock stars and they're here to rock your house. [...] Your job is to be the roady and the manager and all the other people who make the concert possible."This is one reliable way to run an excellent game, and it is a great starting point for every other way. Your role as DM is to make your players yell, "Oh, hell, yes!" Your role is to get your players high-fiving after every dice roll. You are here to carefully list the names your players are taking and the arses they are kicking.
That's not the full spectrum of possible games that are fun, but before you start getting arty with the other ones you should make sure you can run this one, because it's the foundation on which all the others are built.
You can read Jeff's full article here.