One technique I like to use is to learn the last bit of a piece of music first, and gradually learn longer and longer parts always ending at the end. This has advantages -- you always feel as if you're getting to more familiar territory, rather than as if you're always struggling uphill, as you would feel if you had learned the first part of the piece first.
I REALLY like that idea... I don't know how many pieces I've started and gotten really good at the first page, and then I just lose momentum. This is brilliant! I might have to put a new (or old!) piece of music on my project list this weekend!