It is best at first, if you simply choose a time period to deal with. An example, I won't drink soda for a day, or a week. And the exercise comes in carrying through on this. Or anything else. Obviously, you will probably already see applications of this kind of exercise in your life.
Every diet is an exercise in self-discipline.
The problems that often arise from those exercises is that we set no time-limits, and therefore we do good for a while, but then we lapse and feel as if we have failed. This exercise has many applications of course. In some books on Chaos Magick, they suggest that the practitioner choose personality characteristics and adopt them for a time. Be good for a week, or be mean for a week, or be servile for a week, or be completely thorough in every thing you do for a week. It doesn't matter exactly the personality trait that you choose, except that the less you would normally like to act that way, the greater a test of your Will it will be to make yourself do that thing.