Ok... There are probably any number of ways to do this.
One way is to order your points...
1. Find the average of all the latitudes and longitudes (giving
yourself a central point)
2. Find the angle of the vector from the centre to each point (or just
use dx/dy)
3. Order your points by this angle
4. Draw your polygon...
I believe that this will tend to give you a polygon that covers the
largest area for a given set of points, and you won't get any
intersections.