[pskomoroch]

I have a really tough time with this, and often bounce back and forth between side projects.

Erdos was supposedly really good at helping people pick research problems to work on which would have just the right difficulty given their capabilities. I can't find the exact quote, but it was in the book "The Man Who Loved Only Numbers"

pg had some advice in an essay on high school: http://paulgraham.com/hs.html

Excerpt:

"Put in time how and on what? Just pick a project that seems interesting: to master some chunk of material, or to make something, or to answer some question. Choose a project that will take less than a month, and make it something you have the means to finish. Do something hard enough to stretch you, but only just, especially at first. If you're deciding between two projects, choose whichever seems most fun. If one blows up in your face, start another. Repeat till, like an internal combustion engine, the process becomes self-sustaining, and each project generates the next one. (This could take years.)"