A chap called David Barnes has written an interesting and, to aspiring indie game publishers, quite possibly valuable treatise on this subject.  A quick excerpt from the article:

1. Decide what your "concept" is all about.
2. Build your marketing message around that concept.
3. Ensure all your games fit the concept. 
4. Find ways to get your games on a bunch of platforms. 
5. Once you've done all you can with your chosen concept, move on.