I tend to consider two things: first, what does "the effect ends" mean in this circumstance, and second, what happens to play if the effect continues.
Defining "the end of the effect"
In general, effect ends come in a few types. Sometimes, an effect might wear off, like paralysis. Sometimes, a character might resist or shake off an effect, like fear effects. Sometimes, a character can actively do something to end the effect themselves, like breaking out of entangling vines. This gives three rough guidelines:
Effects that wear off tend to have "until some other turn" time limits. Usually, things last until the turn of whoever caused it (so, a spell you cast lasts until your turn; an effect caused by them walking into it lasts until their next turn). Things that last until the start of your turn give you a chance to re-apply it and keep them under the effects; things that last til the end of your turn don't. Conversely, things that last until the start of their next turn mean that they get a turn without its effects; lasting until the end of their turn means it might negate their next turn. Therefore, "start of your next turn" and "end of their next turn" are the usual versions.
Effects that are resisted tend to let you repeat the save each turn. These are things that don't give you a choice on whether to respond - fear, for example (either you're brave or you're not; it's rarely a conscious choice) and there's a few fire spells with this pattern too (eg. immolate; it's hard to choose to ignore being on fire). Again, decide whether you want the chance to avoid the effect; things where you make the save at the end of a turn are stronger because they're guaranteed to affect you for at least one turn, whereas making the save at the start of a turn means you might shrug it off and then have your turn free of the effects.
Effects you can actively counteract usually take an action to make the save. This is powerful and should be used carefully, because it can let the player force the victim to use their action a certain way. In general, these kinds of effects should present a tactical choice of what you'd rather use your action for, and not a free way to make someone waste an action.
Consequences of failure
When homebrewing an ongoing effect, it's important to think about what it does. An effect that imposes disadvantage on certain abilities is one thing; an effect that utterly takes someone out of the fight is another thing entirely. In general, the more an effect limits your options, the harder it should be to keep someone under that effect permanently. Let's look at your examples:
- Chill Touch: The 'can't regain hit points' effect lasts until the start of your next turn.
The effect is triggered by the caster, so it lasts until the caster's turn. As a cantrip it's not massively powerful, but there's tactical use in keeping an enemy under it, so it ends at the start of their turn, presenting a choice to the player: prevent an enemy from healing (potentially very helpful with some enemies, like trolls) or switch to something that deals more than cantrip-level damage (which isn't much, in the grand scheme of things).
Guiding Bolt: Effect lasts until the end of your next turn.
Again, this lasts until the caster's turn. No save, because on its own, it does nothing; it requires another player to attack your target to take advantage of it (pun intended). As you noticed, you can benefit from your own Guiding Bolt, which would likely have been something the designers deliberately considered and decided to allow - likely so that you don't feel like you wasted it if nobody uses it, which is something worth considering in general. The designers try to avoid having scenarios in which an option becomes completely worthless. If the cleric was the only person still able to attack for some reason, and Guiding Bolt ended at the start of their turn, they would have basically zero reason to use it.
Frightful Presence (Dragons): Allows saving throw, repeat saving throw at the end of your turn.
This is something you innately resist. You get the save immediately, so that there's a chance to be completely unaffected, but rolling at the end of each turn means if you fail once, you're guaranteed at least one turn under the effects. Being stuck under this effect makes for a boring fight, though, so we let the player repeat the save, and once you make it you become immune, or else the fight gets really annoying with all the repeated fleeing.
Sword of Wounding: No initial saving throw, repeat saving throw at the beginning of your turn.
No save because you've already had to hit with your attack; any additional chances for the enemy to avoid it makes it quite weak. The enemy makes the save on their turn because a) it's easier to remember, and b) it means if multiple people have Swords of Wounding or you've wounded one enemy multiple times you don't have to track it all separately. Note that the enemy has the option to heal their wounds (or have someone else do it for them): a tactical choice of spending an action to remove the wounds, or ignore them (and keep taking damage) to use your actions for something else. Having the save at the start of their turn means they get to see whether they make it before choosing to spend their action to heal, rather than using an action on something they might have got for free.
Entangle: Allows saving throw, action to repeat saving throw.
The save is immediate because you can dodge it when it happens, but once you're entangled you don't get free by being brave or waiting for it to go away, you have to physically cut or break whatever you're entangled by, which is what the Strength saving throw represents. However, you can choose to ignore the fact you're entangled, and do something else (perhaps you're a sorcerer with Subtle Spell and you can still cast spells, so you accept the entanglement and keep casting).
When designing a lasting effect, ask yourself this:
- What triggers this effect? Is it a spell being cast, or some action of the victim (like entering an area)?
- How or why does this effect end? Is it just a matter of time, an innate quality of the victim, or an action they can take?
- Does the victim have a choice regarding how to deal with this effect? Do I have the option of ignoring or accepting the effect to do something else, and is it interesting when I do?
- If poor rolls mean the victim is stuck under this effect for a while, what effect does that have on the fight? Does it get boring, or utterly take them out of the fight?
- Is the effect useful on its own, or does someone have to do something to "use" it? (Eg. does it grant advantage if someone does something?) What happens if nobody does that second thing? Does it last long enough for the originator of the effect to take advantage of? If not, is it completely useless if there's nobody available to do that other thing?