I bought David Allen's book Getting Things Done and started applying some of the things mentioned there.
More specifically: I stopped using my calendar as a todo-list ("Tuesday: do some school stuff"), now it only contains things that are bound to a certain date/time. Also defining my todo's better (not "do some school stuff" but "read p. 20-35 and make a short summary") has been helpful.
If I have a bigger project / cause of stress - at the moment my bachelor thesis would be a good example - I write down the next action I need to take regarding it. This usually helps a lot. As he states in the book: "There is no reason ever to have the same thought twice, unless you like having that thought."
The cold showers thing that Kaj mentioned sounds very interesting, have to give it a try.
Like many people here, I think a lot about how to become more awesome. I'm fairly optimistic about my chances, because I can clearly remember times in the past when I was less awesome than I am now-- not necessarily less rational, but less productive and with fewer relevant skills.1
So I've been thinking about what changes I believe have most improved my effectiveness, changes which have caused me to learn many useful things and/or greatly increased my productive capacity. I found the list interesting:
Things which are notably not on the list:
So how have you actually improved your own effectiveness?
1 Some of these less-awesome past versions of me suffered from clinical depression, but the last time I had a major episode of depression I was able to deal with it much more purposefully than in the past and still accomplish a large percentage of the shit I was supposed to be doing, so I think there has been improvement independent of my state of mental health.
2 Major consequences for failure seem to be very effective motivators, but since I want to undertake projects that are difficult enough to have a significant chance of failure, I would like these consequences to be highly motivating without being horribly costly, if possible. Ideas?
3 I have learned a lot from pleasure reading, but I'm not sure how much was actually useful, and since I've been reading for pleasure since I can remember there's no easy before-and-after comparison to make.