1) Involve important characters. The climax of the story is the point at which the conflict reaches a boiling point, the mystery gets solved or a life-changing event occurs. Since it will involve one or more of the major plots of the story, it makes sense that one or more of the main characters will be involved as well.
2) Set the climax in an appropriate setting. The setting of the climax goes a long way towards making it more exciting, dangerous or meaningful. Set your climax next to the grave of a murder victim, in a dark forest or in a warehouse that has been set ablaze. A climax that takes place in one of these locations will obviously be more effective than one set in a grocery store or someone's garage.
3) Create the unexpected. You will want your climax to ultimately be one that none of your readers see coming, the kind that will cause them to gasp out loud and keep them reading until the end. So don't be afraid to think outside the box for your climactic event and throw a few curveballs into the plot. Have the murder suspect save the day, one of your characters turn out to be undiscovered royalty or reveal the love affair between your story's protagonist and antagonist. Plot twists like these right as the climax action of the story is taking place will make your story unforgettable.
4) Work the climax into the story reasonably. The action of your climax must not be discounted by the improbability of it occurring. Your climax should be exciting and unexpected, but it still needs to possible. You can work the climax in seamlessly and still keep it exciting by using false conclusion, in which your protagonist intends to do one thing and is then forced or compelled to do another, the latter being your climax action. You can also change the setting of the scene abruptly so that the reader never sees the climax coming. If your characters are in the car taking a leisurely drive one moment and are careening over a cliff while one admits to killing the other's brother, your reader will be caught by surprise at the urgency and unexpectedness of the situation and also by the revelation of the characters. Thus, you have created life-changing events that could really happen that will change the end of the book completely.