My site uses https.

First thing I did was update all links to external sites (advertising, stat counters, etc) from http to https. If they didn't support https at all, I deleted them.

Then I ran some database queries {with help from Gizmo and Isaac) to search and replace all internal links in user posts, etc from http to https.

CloudFlare automatically forces https for me (can also be forced via htaccess) , thanks to the rules page Gizmo mentioned, but before that, if you only entered http:// you would get the grey warning, instead of the green lock.

My site is vanning.com

"No matter where you go, there you are."
"If you can't do something smart, Do something right"
"There are three kinds of people in the world, those who can count, and those who can't"