I've been going to a therapist for a couple of months now to work on various issues that I want to change about myself. One of the exercises she gave me is something I found pretty enlightening, since most everyone I know tends to think negatively a lot of the time.
You can retrain your brain to think positive thoughts: that's the gist of books like The Secret. The idea is that you actually become your own roadblock in most things, simply because your negative little brainpan convinces you that you can't do whatever it is you want to do. And so many people find their dreams are locked away in the Someday drawer, or the When I Have Money drawer, or even worse, the I Could Never Make It Work pit.
So the exercise is to pick ONE positive thing about yourself. It must be a true thing (exaggeration and faking it won't work here). Write down that positive sentence. Now write down EVERY thought as it comes when you repeat that sentence.
You'll be shocked at the negativity that you didn't even know you were saying to yourself, simply becuase it's become so commonplace it's like subliminal messaging now. Once you've gotten everything out about that particular positive thing, pick another one and do the exercise again. And again, and again. You'll be able to start picking out those thoughts as they come in regular life, too, and if you can recognize when they're there, you can replace them with something positive.
Sure, it takes time. Think about it: most people start thinking bad about themselves in school (when they get an idea of how other kids percieve them). So if you're 31, like me, you've been carrying around these sneaky, mean things for 20+ years. Those roads in your brain will need to be worn away and replaced, and that won't happen overnight. But I'm working on it for my creative goals, for my weight/health goals, and for my relationship issues. And it's working...it's just really stinking slow. :)