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Pre-trained language models (PLMs) have gained increasing popularity due to their compelling prediction performance in diverse natural language processing (NLP) tasks. When formulating a PLM-based prediction pipeline for NLP tasks, it is also crucial for the pipeline to minimize the calibration error, especially in safety-critical applications. That is, the pipeline should reliably indicate when we can trust its predictions. In particular, there are various considerations behind the pipeline: (1) the choice and (2) the size of PLM, (3) the choice of uncertainty quantifier, (4) the choice of fine-tuning loss, and many more. Although prior work has looked into some of these considerations, they usually draw conclusions based on a limited scope of empirical studies. There still lacks a holistic analysis on how to compose a well-calibrated PLM-based prediction pipeline. To fill this void, we compare a wide range of popular options for each consideration based on three prevalent NLP classification tasks and the setting of domain shift. In response, we recommend the following: (1) use ELECTRA for PLM encoding, (2) use larger PLMs if possible, (3) use Temp Scaling as the uncertainty quantifier, and (4) use Focal Loss for fine-tuning.