You know, for me, one of the big things was looking through my action list and asking myself, "can I really just do this now?" I created a Pending category for things that are really the "next action," but that I can't do yet. I've committed to doing them (so to me, they aren't Someday/Maybe because they will be done, and in the near future -- usually a couple weeks, which isn't Someday to me), and I'm not really waiting on anyone, just for time to pass. For me, that's enough to shrink my list down to things that I really can do now, and so I don't loose things. If you use a paper-based system, a tickler could do the job, but I like having these things handy on a list.
(I should point out now that I use a Palm -- not because it's all that important for the process, but just because it may help make sense of my explanations.)
I also use priorities -- but not in a firm sense. I review my list each day and pop things up to the top that I'd really like to get to, or that will remind me to work on a particular category. All my Waiting for, pending, and Someday / Maybe items get a 4 or 5 so that they don't bother me. Generally, I find that something in most categories ends up somewhere near the top. That way, I look at all my items, find one to do, do it, and also look at the other actions in that category. Most of the time, things don't fall through the cracks, and I don't really have to look at a lot of items at a time.
Hope it helps! (Feel free to ask questions!)
--Sara