The Manual for Complex Litigation "describes techniques and procedures that trial judges have found to be successful in managing complex cases. It also analyzes practices that have caused difficulties. It includes a number of forms that have been used by U.S. district judges." The full text of the Manual is posted in .PDF format on the Federal Judicial Center Web site (www.fjc.gov).
Alternatively, the Manual is published as a separate volume at the end of Moore's Federal Practice 3rd ed. and Federal Procedure Lawyer's Edition. You can find an electronic version at the end of the Moore's CD-ROM.
Finally, West publishes an Annotated Manual of Complex Litigation, which is available in print or on Westlaw (MCL-ANN).
{Thanks to Melanie Swaby for pointing me to the Federal Judicial Center Web site and to Luis Acosta for reminding me of the annotated manual.}