In addition to the items covered in Commas with Introductory Words, conjunctive adverbs are also set off by commas.

Conjunctive Adverbs are adverbs which join sentence parts. The following words are the most common conjunctive adverbs:

also besides furthermore however indeed instead moreover nevertheless otherwise therefore thus

Correct: John headed this way; however, he did not see me.
Correct: John headed this way; he did not see me, however.

Some adverbs which are used conjunctively may at times be used as a simple adverb. They are only set off by commas when used conjunctively or when some other comma rule applies.

Correct: John saw Kate; also, he saw Jean.
(Also here is joining the sentence parts.)
Incorrect: John saw Kate; he, also, saw Jean.
(Also here is simply modifying saw.)

Correct: John saw Kate; he also saw Jean.

Commas also set off contrasting expressions beginning with not.

Correct: I wanted this one, not that one.
Correct: We went to New Hampshire, not New Jersey, for our vacation.