It totally depends on your situation, but this is what I did:
1) Slashed expenses. I traded the '03 bimmer for a '96 Minivan, pawned off the bachelor pad, moved in with some friends. Upside: total freedom. Downside: Asking a girl out when you drive a minivan sucks. Then again it's really good at filtering out materialistic women and I've gotten a lot closer to women who care about big ideas instead of impressing their other materialistic friends. This was incredibly painful to do. It was only AFTER I got rid of my stuff that I realized how much bondage I was in and how much I was buying into the same consumer bullshit that I pretended to hate.
2) Stopped moonlighting. I saved up some money and have resisted every urge to accept contract work. That just makes you lazy. As much as it stresses me out I create as much financial pressure on myself that I HAVE to make this startup profitable as quickly as possible.
3) Picked one idea. I'm an idea person. I have too many of them. Idea's are not the problem, it's commitment and focus. So just pick your best idea and don't think about anything else. Limit brainstorming unless it relates to how you are going to reach profitability.
4) Got a friend to go hardcore with me. When you are a subversive little jackass trying to do a startup that nobody gives a rip about it's easy to get discouraged. I don't think I could be doing this without a friend who is drinking the kool-aid.
5) Read founders at work. On a daily basis I'm flooded with uncertainty about direction and focus. Knowing that everyone is on the same rollercoaster between im-a-genius and im-an-idiot is really helpful.
I just sent out the first two invoices this morning... woo!