Set realistic goals. You might be procrastinating because you feel overwhelmed by the project or task you are trying to finish. Break the project into smaller parts, ideally tasks you can complete in one day. Completing small tasks regularly will help you feel more in control and less swamped. If you're writing your resume, write a rough copy of it one day and edit it the next. Give yourself a day to format it, and another to get your references in order.
Deal with your perfectionism. Perfectionism can mask your deeper fear - your fear of failure. If you never finish projects because you feel the finished project will not be not worth the effort, you may be afraid of the judgments and opinions of others. Finish the project because you want to, and realize there's no such thing as perfection. If you're writing a cover letter, realize there is no perfect way to present yourself on paper. Write it to the best of your ability, and in a manner you feel presents you and your achievements adequately.
Use time to your advantage instead of wasting it. Think of effective things you can do to finish your project or complete your tasks. Put a cap on how long you will allow yourself to work on the project, and stick to it. More often than not, you will find it takes less time to finish a project than it does to worry about finishing it. If you're dreading an upcoming interview, give yourself a couple of hours to do a practice interview with a friend. You'll feel more prepared, and might even dread the interview a little less.
Cut out distractions. Turn off your computer and your cell phone. Leave the TV and video games alone. Dedicate your time and effort to finishing the project and nothing else. This is especially true if you are working on a deadline. If your paper is due tomorrow and you haven't started it, hole up in your room until it's done.
Get a work buddy. Procrastination can arise from embarrassment about work habits, as well as the fear of failure mentioned in Step 2. You might feel like you are struggling all on your own against an insurmountable task, or you might feel like you just aren't good enough to complete the task. Ask a friend to be a sounding board for you while you complete the task. Your friend can lend an objective ear about the project, and can help keep you on track as you finish it. If you're writing a thesis, meet with a friend once a week to discuss your progress. If you have to report to someone regularly, you will find that you want to have something to show them.