It's always a good idea to memorize your major transitions or to write them clearly on the note cards you will have with you during your speech. Label these cards "transition cards" so you know when they are coming and can get ready to shift gears.
Frequent transitions carry your story forward, and they also help you to keep the audience's attention from drooping by strengthening logic, aiding retention, and helping you build to a climax. Frequent transitions add peaks to the curve of your speech and keep it interesting. The best ones will lead your audience in a subtle and natural way. You don't want your audience to feel it is being led, but you do want it to be alerted to new points you are about to introduce.
I once heard a speaker trying to persuade his audience to exercise. He used this transition into his conclusion: "And so, ladies and gentlemen, why exercise?" He then listed all the terrible consequences of inactivity and then said quietly, "The quality and quantity of the rest of your life is up to you." It was very effective.
The important thing is to spot where you need transitions. A rule of thumb is to use one any time you finish a thought and are ready to move on to a new idea. Major shifts—where your topic is really changing or you are introducing a new area—require unmistakable transitions. Give yourself at least a sentence to bring this shift to your audience's attention.