1. Break up projects into smaller projects. I try to make mine SMART (Specific Measurable Attainable Realistic Timely) or as close to that as possible. Just checking off smaller projects gets the momentum going.
2. Weekly review, during which you can identify their importance
3. Use the GTD Natural Planning Model.
4. Write out the actions that are needed to finish a project.
5. Make sure the Next Action is simple and doable. It'll at least get you going.
6. Schedule appointments to focus on a project for a particular time-limit.
7. Reward yourself as you achieve them.
These are tools I use. There are some real project management programs out there for more complex projects, such as for engineering. So I cannot answer to that. I would love to see what other members post here, because I would love more ideas on this too.
Sort projects by Area of Focus and check if you are overcommiting in one specific area.
One of my recent "Ah moments" is related to this checking with my Areas of Focus and then looking through my Project's list. I was able to move several to Someday/Maybe and open up some bandwidth for things that were more important to do.
Weekly review is also highly recommended.
I also like to see my Project List in MindManager so I can reduce it in size and focus on a specific project when I'm working on it without seeing potentially other distracting items.