My main advice would be to go simple. A nuanced and many layered plot is incredibly hard to pull off unless you have thoroughly planned everything. Just pick one simple theme and present adventures that tackle it from different angles. In this way the world will feel rich and not railroaded, but everything will still be pointing in one direction. Don't worry, players will imagine up all sorts of complexities to make it seem more complicated than it really is.
I would also plan as much of the story as possible at a very high level before you ever begin. Reduce an adventure to a simple sentence and then make sure that when you read them in succession it makes some sense. If it is confusing written out in concise sentences, it will be incredibly confusing played in 4 hr chunks separated by a week or more.
Here's an off the cuff example of the sort of thing I have in mind.
1) The King's Palace: There is an assassination attempt, to foil which is the players' immediate objective. Successful or not, they find that the Princess has been kidnapped.
To rescue the Princess and bring the Villain to justice is the overall goal of the campaign.
2) Through the Forbidden Forest to the Seer's Home: This worthy can divine the captive's destination, but demands a price first.
3 a, b, c) The Three Aids: The players need at least one of these to get the Seer's price, and they can go for all three.
4) The Giant's Lair: Herein lies the Seer's price (as well as other useful booty).
Then it's back to the Seer, who reveals that the Princess shall be found in the Western Isles.
5 a, b, c, d) The Isles: The players can visit these in any order, although nearest to farthest would seem most convenient. In any case, a grand tour shall be necessary to acquire all the knowledge and other resources they should have before daring...
6) The Villain's Fortress: Here the issue of the campaign is resolved. After this climax, the denoument is probably brief.
It may be that that the first attempt at an objective fails, yet it is possible to try again. Naturally, I would have backup plans in case the players get stuck at any point.