I have AADD. May way of dealing with this the most successfuly is to do several things at the same time, when possible. I work on several projects simultaneously at work. At home, I'll rehearse for 20 mins or so, then go clean part of the bathroom for a bit, then fold some laundry, take a break, etc etc. It sounds chaotic, but for me this really works.
I try this but then I end up with like 15 unfinished tasks.... that's the problem - actually finishing anything.. and like Stratovani posted about bands, actually sticking with something is a big issue because I get bored with it.. and yeah it IS depressing. I cant say that I'm outright depressed, ala in clinical terms, but I'm definitely frustrated and tired of it. Exercise kind of helps me, one thing I really need to try is eliminating caffeine. yet there again though is a problem. I get stressed and end up waking up most nights worrying about stuff so I'm always sleepy. To be able to function I need caffeine..blah, it sucks.