I have to admit, I don't do that many writing excerises at the moment. I'm a bit busy with the actual writing. Even so, when I did go through a phase of doing them, I noticed one important thing: people seem to plunge headlong into books full of the things without considering what they actually want to improve first.
This doesn't seem to make a great deal of sense. It's not something you'd do in most other endeavours. If you went to the gym, determined to get fit, most places these days wouldn't point you vaguely at the machines and tell you to get on with it. They'd have an induction, where they told you how to use the things, but more importantly where they asked you what your exercise goals were and suggested what you needed to do to meet them. If you were practising a musical instrument, you'd do exercises that allowed you to develop the weak areas of your playing, while building towards the pieces of music you wanted to be able to play. You need to assess what you actually want to get out of the thing before you charge in.
It's here that my years as a fencer come in. Thanks to a spell spent with a fencing instructor who was also a lecturer in psychology, I now know a rather annoying exercise that just happens to be perfect for this. Draw a circle. On the outside of that circle write your next goal as a fen... sorry, writer, along with a score out of ten (or sixteen, or a hundred, or twenty three and a half, depending on what number you feel like scoring things out of) according to how close you think you are to being able to accomplish it. That goal might be something very general, like becoming a competent and well rounded writer, or it might be something more specific, like writing a novel. In the case of the general stuff, you need to ask yourself how you'll know when you've achieved it.
Next, start dividing the circle up into segments. Each segment is an attribute, skill, habit etc that you think is relevant to achieving the goal. Make the segments wider or narrower according to how important you think that thing is in reaching your goal. Yes, it's a pie chart. If it's good enough for Florence Nightingale, it's good enough for us. Now, score each segment as you did your progress towards your goal, only this time the scores represent how close to the level of that thing needed to achieve your goal you are. You should now know what things you need to work on, and what things you're just practising from habit.
There, that was easy, and it only wasted a monster footwork session's worth of time when Jonathon had us doing it.