Lord Jesus Christ, Son of God, have mercy on me, a sinner

Lord Jesus Christ, Son of the living God, have mercy on me

Jesus, mercy

Jesus

Thes are all variations (and not an exhuastive list at that) of the Jesus Prayer, one of the underpinnings of eastern Christian spiritual practice which is gaining increasing popularity among non-Orthodox Christians in the West.
The prayer is biblically rooted in 1 Thessalonians 5:17, "Pray without ceasing." It is alluded to in the Sayings of the Desert Fathers and becomes firmly rooted in Orthodox monasticism by the 7th century. The lives of many monks, especially hermits, revolve around the constant repetition of the Jesus Prayer. But it can become a vital pathway to contemplation for those of us who are not monks.
Because the prayer is short, it can be said during odd moments of free time in the course of an otherwise hectic day. I myself say it while walking my dog or when driving mto work. While stopped at intersections, I focus on individuals driving in the opposite direction and say, "Lord Jesus Christ, Son of the living God, have mercy on him (or her)." The prayer can be easily customized into an intercessory prayer; simply fill in the blank after "have mercy on..." with whomever it is you want to remember.
But of course, it is best to set aside blocks of time to do the prayer. You should find yourself a quiet room; for some folks a quiet dark room will work even better. Find a chair that will let you sit up straight. Closing your eyes might help. Bishop Kallistos says you should not use an icon because that would be distracting. I cheat. I have an icon of Jesus, a detail of an original from the monastery of Hilandar on Mt. Athos. It helps me, but then, who am I?
When your are ready, simply begin saying the version of the prayer you have chosen. That's basically all ther is to it. It's not that complicated. Sure.
When I do the prayer, I try to stay focused on the human-divine person of Jesus as our own direct link to God. Ifind that if I focus consciously on the words, I have a better chance of reducing the background mental static of random thoughts and well-loved obsessions that interfere with prayer--what our Buddhist friends call "the monkey-mind."
When you first begin the prayer, you may want to experiment with different versions of it until you find one that works best for you. Once this is chosen, you should stick with that one particular version. Some monk or other has said something about frequently transplanted saplings not thriving, which makes sense to me.
How many times should you say the Jesus prayer? We read in The Way of the Pilgrim about the pilgrim starting off with a thousand times per day and working his way up to six or twelve thousand times or whatever. However, most spiritual writers say that what matters is setting aside blocks of time to devote to the prayer; the actual numer of times it is recited is of secondary importance.
I find a prayer rope helpful, not to keep track of how many times I'm saying the prayer, but to keep my hands occupied. It actually helps me keep focused.
An interesting variation on the prayer is found in Scott Cairns' Short Trip to the Edge, a description of his pilgrimages to Mt.Athos. Ath the monastery of Vatopedi, he discusses his difficulties in prayer with one of the monks. The monk says

Tell me how you pray.
"I say the Jesus Prayer."
"Do you say it slowly?'
"Well, I don't hurry."
"Do you listen to the words?"
"Yes."
"And to the stillness between the words?"
Hmm, I thought, then added, "The stillness between the words?"
"When you pray the prayer, say it once, and then wait listening. Then say it again. Then wait, listening."
(Cairns, p. 244)

St. Theophan the Recluse, the great 19th century Russian starets, distinguishes three stages in saying the prayer:
1. We start out by simply concentrating on the words.
2. We the get to a level at which we can pray without distraction.

3. Eventually the prayer becomes so ingrained into our psyches that it always runs in the backs of our minds, whether we consciously say the words or not.

I'll close with two other relevant quotes:

The more rain falls on the earth, the softer it makes it; simularly, Christ's holy name gladdens the earth of our heart the more we call upon it.

St. Hesychios the Priest (Philokalia )

Be encouraged! Take up prayer more readily and continue without interruptions--and you will soon obtain your desired goal. Soon, a reverent attention to the One God will be established, and with it, inner peace. I say sson, not now or in a day or two, Months may be required, sometimes even years. Ask the Lord, and he will help.

Theophan the Recluse, Letter 42