I heard a good tip on a david allen podcast, which is if you have a really long list, go through once and make a "hotlist" of the ones you really want to get done and then focus on them. The trick is not to take them off your next action lists and be prepared to chuck the list if something else comes up.
I usually have about 200-300 straight after a weekly review. I print the list off in the morning and then go through and highlight any that would be particularly advantageous to get done before the others (by whatever criteria) then tick them off as I go. I tend to focus on the 4 or 5 rather than the 20 or 30, because I'm not re-processing, just highlighting.
its the same as any other bit of GTD, do your thinking in one go then write down the results of that thinking. Then just do em.