Humans tend to be bad at prioritizing. While we should be spending our time working on urgent and important items, we instead spend much of our time working on non-urgent and unimportant things (see the Eisenhower matrix). We simply cannot tell what is really important.
Priorities
I may think some task is not important, while my wife sees it as crucial. She wonders why it takes me so long to get around to doing the task. It took me so long because I did not view it as important. It was not on my radar as something that needed worked on immediately.
What is important to one person is not necessarily important to another person. Just as values and personalities differ, priorities also differ. This is part of the reason why prioritization is such a difficult task.
Context
Rather than focusing on the order in which things must be done, many of the self-help books advise you to ignore the priorities. They focus more on getting you out of a planning stage, and into an action stage. For example, Getting Things Done gives you a simple workflow for the quadrants in the Eisenhower matrix. If it needs done (urgent), are you the one to do it? If so, put it on your actions list, if not, delegate it. Does it not require action yet, but will in the future (important, but not urgent), get it off your plate, and put it in a place that it will bubble back up at the right time. Is it trash?
Then, instead of trying to prioritize your action lists, you organize them instead by context. Where and when can you take this action? Do you need a computer? Do you need a phone? Organize the lists so that you can easily see the tasks that can be worked on in any given context. The rather simple workflow that GTD outlines beforehand already filters out many of the tasks you don’t need to care about.
Of these tasks that are left, just focus on getting them done. The quantity will make much more impact than the quality of choosing the “right” task for any given moment.