Smaller graduate admission classes are key.
Don't look necessarily at the overall size of the graduate school -- some schools have a high turnover or simply lots leave with the terminal degree of M.S. which can lower the overall size compared to schools that have a higher percentage going on to the PhD.
My first graduate school, FSU, had incoming admission class sizes of 20+. But only two or three of those would go on for a PhD, the rest flunking out or stopping at the masters. My second one, UVa, had classes of 8 or so, most going on.
Smaller classes allow for more faculty interaction, and a high percentage going on to the PhD do too. A lot of faculty won't bother much with graduate students until it is certain they are going on for the PhD. At UVa, where 75-80% were going for the PhD when I was admitted (that percentage has gone up, I understand), faculty took the time with first year students.
