The hardest part of relaxation exercises is keeping my mind clear.
I have the best success with doing a progressive relaxation of the body, thinking about each part as I relax it (toes, feet, ankles, shins, knees, etc) because I have to keep my mind focused on the parts.
If my mind is too anxious, I typically have to use TV to keep it occupied and then let my body take over, claim the sleep. Did that most of summer 2007