Okay, here's a couple of ways to get us started: Dialogue. There seem to be two main techniques for stating theme through dialogue. Either a character makes a statement early on which the rest of the film explores and dwells on - often a throwaway line like a proverb or saying. Or the main character makes a statement about themselves early on, which they refute later: for example, Rick in Casablanca says he sticks his neck out for no one, yet by the end of the movie he's sacrificing his happiness, and risking his life, for others. Character. In a way, the fates of the characters point to the theme of the story. The "good" characters, who illustrate the positive side of the theme, end well, and the "bad" characters, who illustrate the negatives of the theme, end badly. So the fates of the characters convey the theme too. Any more, anyone?

Conflict coveys theme because there's a moral argument going on, often between a guardian/mentor character and contagonist/nemesis character (e.g., Obi Wan Kenobi and Darth Vader over the light vs dark of the force) and the theme drives the conflict into other areas of the story, affecting actions and reactions of other characters. Visual imagery conveys theme through the repeated use of thematic symbols emerging from the story world, which become part of a protagonist's desire to pursue the goal, and part of the antagonist's desire to prevent them reaching it.

Ways in which a writer can convey themes? Here's one I've been trying out - contradiction. My latest project was about repression and guilt, how we submerge in our past the things we don't want to remember. The central character battles against external forces of repression, illustrated by those around her [inter-personal conflicts] and by society at large [extra-personal conflicts]. But she is, herself, repressing a memory and its guilt, which keeps threatening to break the surface [inner-personal conflict]. So her contradictory, conflicted character helps to illustrate the theme - at least, I hope it does! My pro readers will soon let me know... Another method: image system. Uses recurring images to illustrate a theme. Of course, images systems can be overused. See if you can spot the recurring images in this clip from the end of Kenneth Branagh's Dead Again: http://www.youtube.com/watch?v=8ta3tLhzuas

I'm not sure if, as a writer, I want to explicitly convey theme. Where I engage with theme in my writing process is to use it as the criteria by which to make the myriad decisions involved in the writing process, by asking: how do the elements in this decision relate to the theme? (Note: if the answer is "they don't", then there's a good chance that the scene is redundant or the script has taken a wrong turn.) I am (highly) conscious of theme as I write, but I feel like from the reader or audience's perspective, theme emerges organically as a byproduct of my writing process.