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Words (and phrases) that provide coherence (that hanging together, making sense as a whole) by helping the reader to understand the relationship between ideas, and they act as signposts that help the reader follow the movement of the discussion.

Transitional expressions, then, can be used between sentences, between paragraphs, or between entire sections of a work..

Transitional words and phrases not only connect ideas, but also can introduce a certain shift, contrast or opposition, emphasis or agreement, purpose, result or conclusion in the line of argument.  
Here are some examples:

In the first place
Not only.....but also
As a matter of fact
In like manner
In addition
Coupled with
First, second, third
Not to mention
Equally important
By the same token 
Although this may be true,
In contrast,
Of course, but
One the other hand
At the same time
In spite of
Be that as it may,
Then again
After all
In reality
But
Still
Instead
Although
Despite
Otherwise
However
Rather
Nevertheless
Regardless
Notwithstanding
Besides

There are over 200 words and phrases that are transitional.