Modeling of critical thinking skills by instructors is crucial for teaching critical thinking successfully. By making your own thought processes explicit in class - explaining your reasoning, evaluating evidence for a claim, probing the credibility of a source, or even describing what has puzzled or confused you - you provide a powerful example to students, particularly if you invite them to join in; e.g., "Can you see where we're headed with this?" "I can't think of other explanations; can you?" "This idea/principle struck me as difficult or confusing at first, but here's how I figured it out." You can encourage students to emulate this by using them in demonstrations, asking them to "think out loud" in order for classmates to observe how they reason through a problem.
Develop the habit of asking questions that require students to think critically, and tell students that you really expect them to give answers! In particular, Socratic questioning encourages students to develop and clarify their thinking: e.g., "Would your answer hold in all cases?" "How would you respond to a counter-example or counter-argument?" "Explain how you arrived at that answer?"
This is another skill that students can learn from your example, and can use in working with each other. Providing regular opportunities for pair or small group discussions after major points or demonstrations during lectures is also important: this allows students to process the new material, connect it to previously learned topics, and practice asking questions that promote further critical thinking. Obviously, conveying genuine respect for student input is essential. Communicating the message that you value and support student contributions and efforts to think critically increases confidence, and motivates students to continue building their thinking skills. An essential component of this process is the creation of a climate where students feel comfortable with exploring the process of reasoning through a problem without being "punished" for getting the wrong answer.
Researchers have found consistently that interaction among students, in the form of well-structured group discussions plays a central role in stimulating critical thinking. Discussing course material and its applications allows students to formulate and test hypotheses, practice asking thought-provoking questions, hear other perspectives, analyze claims, evaluate evidence, and explain and justify their reasoning. As they become more sophisticated and fluent in thinking critically, students can observe and critique each others' reasoning skills.