I just finished the entertaining and delightfully well-written book, Kitchen Confidential by Anthony Bourdain. In it, he writes about mise-en-place, or as professionals call it, the “Meez,” which translates as “everything in its place.” <snip>
“Mise-en-place is the religion of all good line cooks. As a cook, your station, and its condition, its state of readiness, is an extension of your nervous system… The universe is in order when your station is set….”
When you sit down to practice, adopt this attitude. Have all the gear, tools, toys, and everything else you need when you sit down: music, recordings, computer, valve oil, strings…whatever. This will help you avoid distraction and focus all your attention (and time!) on the task at hand.
This means that you have to know what you’re going to be practicing, a trait every single person I’ve spoken with about practice does. Have a plan, man. I try to go one step further and have all these tools, including (especially!) my instrument out and in place so I don’t have to waste time getting anything out or searching for items. It saves tons of time that I can spend getting better instead of searching.
Learn more about planning, goals, setting up the practice space and more in The Practice of Practice.
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The Practice of Practice 
I liked the simple and obvious tip in the book to during practice write down what to practice for the next time. I too sometimes sit down and then start wondering what to practice. I also am aware of so many times during the practice, that I think “oh this is something I should practice” but don’t mary this and previous issue.
I agree about the importance of having a dedicated space to practice so you can organize it and have everything you need right there. Once I did that I’m so much more productive during practice. Only for guitar players it’s not always smart to leave your instrument out of the case, especially in Chicago unfriendly climate for solid wood instruments.
Yeah, good call on leaving the guitar out! It was awful for guitars in Alaska, too!