Tighten your research question or thesis statement. The more precise the wording, the narrower your focus and the easier it will be to conduct your literature review. A broad statement will have you reading forever and it will be difficult to address the question. Be precise, focus and save yourself undue stress.
Ask your adviser or professor to recommend two or three experts that she considers particularly relevant to your research question. Think of the literature review as a spider web. You begin at the center and then weave your way out until you finally attach it to the wall so that it stands alone.
Go to the source and read the original works. If you are studying philosophy, read Plato; for economics, consult Adam Smith and Karl Marx. Too often academics quote someone else who quoted someone before them and the interpretations become increasingly watered down.
Construct a literature review framework to further narrow your scope. Avoid the "reading forever" trap by specifying a date or a number of books and articles you want to have read before you begin your thesis.
Take copious notes of everything you read as you read it. Conducting a literature review requires direct citations, so write them down in a journal or on the computer as you read them. This helps narrow your research because you have the information at hand and don't have to spend the weekend re-reading three books to find the perfect quote you need.
Go to the references. When you find a theorist you admire, check and see which references he used and the most cited authors. Once you can narrow your literature to "the usual suspects" you can start to pull it together.
Ask other students who are studying in the same field how they are narrowing their literature reviews. Generate discussion about who is doing what and you may come up with some ideas that will help you narrow your focus further.