Ultimately, the information required on a lab report is whatever your teacher, professor, lab supervisor, or research advisor expects to see, and you should always follow their guidelines. The lab report serves two purposes - it is a thorough record of what you did, and a template that will allow you or others to repeat the experiment again later. That said, some components that can be included are more important than others in achieving these goals. Below you will find components of a lab report, grouped by importance. The names of the components are not important, and it is possible to group or separate the contents of each in different manners.
The purpose is an initial statement that describes why you are doing what you are doing and what you hope to achieve. This does not need to be a lengthy statement, usually a sentence or two will suffice. The purpose is necessary to give the reader a clue to what/why you were doing this experiment. Without a purpose, you might as well have been randomly throwing chemicals together.
Materials & Equipment
Always thoroughly document what chemicals and equipment were used in your experiments. Having this information available is not only important when trying to repeat an experiment; it can also be useful in tracking down what happened when an experiment did not work. (Was a particular chemical expired or contaminated? Was a particular piece of equipment performing properly?)
Thorough documentation would require that you record enough information to track down the exact materials that you used, and to reflect that you checked to make sure they were okay for use.
For chemicals, you would record not only the name of the chemical, but who made it, the lot number, and the expiration date.
For instruments, you might indicate which piece of equipment was used, when it was last calibrated, when it is next due for calibration, and any work you did to get it ready for use.
For glassware, make sure to record sizes and types, and if your set-up is anything out of the ordinary (a fancy distillation, for instance) it is highly useful to sketch the set-up.
The only way to be able to know what you did is if you record every step. This can be tedious at times, but it is crucial. It may seem obvious that when you diluted a solution, you also mixed it thoroughly, but looking back from a month later, you're unlikely to know if you did mix it, and if so whether you did it by stirring for five minutes, shaking for an hour, or just inverting it a couple times. An experimenter can't be sure of repeating the experiment if all the details aren't provided. If you make a habit of recording each step as you do it, the job isn't so daunting as if you try to write it down from memory after the fact. You should not try to write it out beforehand, as you never know what changes circumstances may require. It is okay to write an intended procedure out beforehand, but if you do, be sure to thoroughly note anything that you do differently in actuality.
Data & Results
You need to document everything that happened as a result of what you did in the procedure. This is not limited to the final result. Any observations along the way are a part of your results as well. Any calculations you perform using the data you generate is also a result. Results should be restricted only to factual statements. For example: "The solution turned red.", "18.54mg of the solid was produced.", "On heating, the flask shattered and the contents ignited." Save any opinions or speculation for later.
Once the experiment is complete, and you know what the results were, you need to evaluate them. The conclusion is where you can summarize the result, speculate on the implications of your various observations, and state what future actions may be required. The conclusion should tell the reader how well you achieved your purpose.
Any external sources of information should be cited. This is not so much a matter of copyrights and plagiarism as it is the need to be able to check that you copied the information correctly, and that you can go back and find it at a future date.
Titles are handy, as they give the reader a basic idea of what the experiment was about. They aren't actually necessary from a scientific point of view, but you're probably going to want one.
Introduction & Theory
While the Purpose provides a succinct statement of your goals, it may be desirable to provide a little more background about the experiment. You can discuss the driving force behind the experiment ("Thorough examination of the deodorant industry has revealed that no products provide an adequate level of odor protection for the feet of thirteenth floor residents of medium-sized metropolis in industrialized nations.") or the background work that has been done previously. This section would serve to help readers who were not an expert in the subject matter understand why you were doing what you were doing.
Not to be confused with the purpose, the hypothesis is a description of the expected outcome of your experiment. A hypothesis is more important when you are trying to prove an idea than when you are investigating or testing something. In the first case, you have an expected result, and it is useful to state it for the record. In the latter, you are simply looking for an answer, and you may have many possible ideas, or none at all, and it really doesn't matter which, since you will be basing your answer on the results of the experiment.
Your report should be objective. If you were working with a lab partner and they made a mistake, it is useful to document he mistake. It is not useful (or professional) to make derogatory remarks about them, their lab techniques, or their mother. While this is true in speech as well, having such comments in permanent writing is always worse.
Your lab report should deal with the experiment at hand. It should not reflect your "aha" moment about an experiment you did two weeks before, the gas pains your three burrito lunch is causing you, or anything else that doesn't support the current work.