IMMERSE, LEARN, KNOW, THEN THINK. The best thinking only comes at the end of a long process. Immerse in the subject. Learn about it. Know it. Then you'll really be able to think powerfully about it. Try to think about something while you're still immersing and learning, and your thinking and answers will be half-formed. Just make sure you find a way to capture all the thoughts that inevitably come in the immersion stage, and keep them to review once you get around to the thinking part.
THINK ABOUT YOUR THINKING. Before you start thinking deeply about a problem, think about thinking about it. What are you trying to achieve? What's the real issue? Define success. Give yourself clarity. Create the best possible conditions for thinking creatively, strategically, critically, or however you need to think.
VERBALISE, VISUALISE, AND SKETCH. Don't just sit there thinking. Force your brain to solve the problem. Write things out long-form and see where you go. Speak stuff out loud to yourself or a thinking partner (just don't mistake structured, collaborative thinking with chaotic brainstorming). And sketch the problem and possible solutions on a pad or a whiteboard. For more on the power of drawing for thinking and problem solving, check out The Back of the Napkin blog. While you're at it, check out swissmiss for daily reminders about the power of visuals to stimulate thinking and convey ideas.
REJECT THE OBVIOUS, EXCEPT WHEN IT"S RIGHT. Don't reject the obvious just because it's obvious. Reject it because it's probably wrong. And if the obvious answer is right, accept that it's right, but not too quickly. Take your time before falling in love with your thinking.
TRY AGAIN AND MAKE IT BETTER. Just when you think you've got the answer to a problem, try again, even if you don't think you need to. By forcing yourself to go through the motions a second or third time, you'll probably improve on your efforts. In fact, it's the small consolation behind that sinking feeling when you realise you have accidentally deleted a document on your computer. Yes it will take you ages to do it again (and you probably think you won't remember everything you wrote first time). But the truth is that, nine times out of ten, the end product will be better.
Oh and make sure you put in the effort and hard yards in advance to give all your thinking the best chance of success. For inspiration, see Seth Godin's latest blog post on effort and what it really takes...