Usually left as an afterthought or slapped on at the end, menu systems are just as important as your game in most aspects. How the user interacts/starts or walks through all the sections of your game leading to the actual gameplay can radically change how the user feels about your game. There's no point in having a world-beating game if the first thing the user sees on starting your game is a roughly drawn or shabby-looking menu system. The best menu systems I've seen are actually seamlessly built into the game mechanics themselves.
First off, you need to work out the structure of your menu systems in advance; it doesn't need to be detailed, just understand the flow of your game from start to finish and then iterate on that design until it looks impressive and easy to use. The kinds of screens and areas that you need to focus on are covered in the next section.