A few other thoughts:
1. Start with the "what went well?" question to set a positive tone (assuming something went well).
2. Ask "what happened that surprised us?" to look for possible risks to keep in mind on future projects.
3. Make sure the knowledge gained from the retrospective feeds into ongoing process improvement activities. If nothing is done to follow up after a retrospective and put improvements in place, then nothing will change, and you have no reason to expect the next project to go any better than last project. A team commitment to improve based on what they learn in the retro is perhaps the most important output from the experience. If you're not going to follow up on the retrospective learnings, don't bother holding them.
4. Recognize that a retrospective is more of an interpersonal activity than a technical activity. There's a strong emotional component to it, and that needs to be part of the exploration.
5. Read the classic book "Project Retrospectives" by Norman L. Kerth. Norm is my closest friend and the nicest person I've ever known. He's also extremely insightful. Even though the book is 21 years old, its wisdom is timeless.