The main art in the matter of spiritual living is to know how to handle yourself. You have to take yourself in hand, you have to address yourself, preach to yourself, question yourself. . . . You must turn on yourself, upbraid yourself, condemn yourself, exhort yourself, and say to yourself, "Hope thou in God"--instead of muttering in this depressed, unhappy way, and then you must go on to remind yourself of God, Who God is, and . . . what God has done, and what God has pledged Himself to do. Then having done that, end on this great note: defy yourself, and defy other people, and defy the devil and the whole world, and say with this man: "I shall yet praise Him for the help of His countenance, who is also the health of my countenance and my God."

Martyn Lloyd-Jones, qtd. in Piper, When I Don't Desire God: How to Fight for Joy, pp. 81-82

From Jonathan Edwards's "Advice to Young Converts":

Under special difficulties, or when in great need of or great longings after particular mercies for your self or others, set apart a day of secret fasting and prayer alone. Let the day be spent not only in petitions for the mercies you desired, but in searching your heart, and looking over your past life, and confessing your sins before God, not as practiced in public prayer, but by a very particular rehearsal before God. Include the sins of your past life from your childhood up until now, both before and after conversion, with particular circumstances and aggravations. Also be very particular and as thorough as possible, spreading all  the abominations of your heart before him.