Seeing as there is no "ELSE IF" statement you'll have to do it the "hard way".
Code:
IF <CONDITION> BEING
IF <NEW CONDITION> BEGIN
--STATEMENTS
ELSE
--STATEMENTS
END
ELSE
IF <ANOTHER NEW CONDITION> BEGIN
--STATEMENTS
ELSE
IF <ALSO A NEW CONDITION> BEGIN
--STATEMENTS
ELSE
--STATEMENTS
END
END
END
And so on.... if you use a proper indentation it should provide you with a measure of manageability.
However - if you start spanning multiple IF/ELSE conditions, then I would actually advice you to rethink the flow of your code/SQL and use multiple stored procedures/queries instead and thus be able to keep the logical IF/ELSE code within a data access tier for easier development and keep the database relevant code in the sql.
edit: Also - if you'll use the IF/ELSE to simply select different things out depending on input, or different order by, then there are alternatives as well which might help you out.