Good question!
I tried a lot in the past but I wasn't truly committed to change. I've now been sober since 4/12/11, so here are the steps I took once I started taking recovery seriously.
It started by deciding to go to rehab.
-Went to rehab for 30 days. Insurance didn't pay for it, otherwise I would have gone for 90.
-Moved back in with my parents semi-temporarily -- most of my stuff is in storage so I'm kind of living out of a suitcase.
-Started meeting with a therapist weekly. Therapist specialized in addiction and recommended that I attend 3 meetings per week.
-Started meeting with a psychiatrist monthly to deal with unresolved mental health issues.
-Found 3 meetings to attend, one of which is a step group through Celebrate Recovery, where I am working the 12 steps with a group.
-Asked several recovering addicts to be "accountability partners", rather than a sponsor (although I'm not opposed to the idea of sponsorship)
-Started reading books about recovery and depression.
-Started going back to church.
-Broke off all ties with past drinking buddies.
-Started posting regularly on SR.
That's roughly where I'm at now. Actually, writing it out it looks like quite a bit, but I really just took it one day at a time and got a lot of help from good friends and sober friends and my family, and God for that matter. Things aren't perfect, but I would do all of these things over again if I had to, even rehab -- which was sooo hard.