Start finishing things. It sounds trite but it's true. Some of the best advice I've ever been given is: the way you do anything is the way you do everything. So, finish the smallest tasks consistently and that will carry over to the bigger tasks.
It's hard.
Also, allow yourself some blow-out projects. You don't have to finish everything, but you want to become reliable. I.e. if you say you'll do something, then you'll do it.
Read "The Effective Executive" by Peter Drucker, which addresses this in greater detail.
I either have to settle with how things are now or change the work situation I think. I'll look into that book anyway.
"How we spend our days, of course, is how we spend our lives."