Decide how you want to deliver your message. There are many methods such as a Facebook message through their page, a Tweet, or a letter.
Decide if you want to send your message to the band as a whole or just one member. That way, you can focus on what you really want to write. Maybe even send a message to every guy!
Make your message unique. There are millions of Directioners in the world, and hundreds of thousands probably send tweets and letters, all saying "I love you! Please come to -insert place name-!" Messages of encouragement or support are all great, but you might have a story. Depending on whether you are composing a Tweet or sending a letter, your message length is obviously going to be longer. Examples are a funny joke or a witty one liner for a Tweet. For a letter, consider sending a story. Maybe the boys helped you follow your musical dream or a certain song helped you get through a tough time. Tell them!
Make sure to spell and grammar check. The boys aren't probably going to spend their time reading incoherent ramblings like "OMG I totally love you Nial!!1! R u coming 2 Vancouver?" That just makes you seem like you haven't spent any effort on your message or that you're just a hyperactive Fangirl who'll move onto the next hot band when they come around. A better message might be "I love you Niall! I especially love you as a brunette. Are you coming to Vancouver, Canada in your 2013 tour?"
Do you want to include something if you're sending a package or a letter? If you're thinking of a present, don't send them anything too extravagant or expensive. They are capable of buying themselves things and don't want their fans to spend loads of money on them. If you do want to send something, make it small, cheap, and preferably something humorous. Are you an artist? What about sending some fan art? If you've got a great picture of the guys, send one along too.