How to Write a Fight.

The best thing I've found to help you write a fight scene is to see how others have done it.  Let's take sword fighting for example.  Read a book with a a good sword fight in it, say for instance C.S. Lewis' prince Caspian, chapter 14.  There are a few more sword fights scattered through out the Chronicles of Narnia books and I highly recommend them (available at probably every library).  A quick note of caution: do not rely only on others work or you will find yours sounding much the same.  Try throwing your own personal flare in.  Use your imagination.

If you want to make your fight as accurate as possible you can take a class or order instructional books or dvds.  Usually buying used books online is the least expensive way to go.  Back to sword fighting I was able to pick up a great instructional book on the subject in good condition for around $5 including shipping costs.  I believe it is called: Sword Fighting, an Instructional Manual for Actors and Directors.  This book is illustrated to help you understand the techniques and what the different types of swords look like along with many other helpful bits of info.  For martial arts if you aren't taking a class on it and don't want to spend the money check at your local library for do it yourself books.

If you are developing a new kind of fighting but don't know how to write it simply find whatever fits it the closest, study it, then modify it.

A good exercise to practice writing your fight scene is to watch a movie with the style (sword fighting, martial arts, boxing, etc.) that you want to write.  Pretend like you're describing what you are seeing for a blind person.  Write it down if you want to.  Play back the movie clip you just wrote and read along with it to see how it compares.  Make any changes you might need until you have perfected it.  (Hint: if you find it hard to describe a part use your imagination and come up with something else that is just as exciting but easier to describe).

Think over your fight.  Imagine it like you are watching a movie or actually taking part in your story.  Once you know exactly what is supposed to happen start writing.  If you think of something better don't be afraid to change it, that's part of writing: tweaking, rearranging, removing, etc. in one word: change (or editing, whichever you prefer).

Another thing I've found if I get stuck on a fight is to act it out using sticks as swords or sparing against an imaginary kung fu expert.

So to recap quickly:
Read and watch similar things until you get comfortable writing it yourself.  Use your imagination and have fun!