I'll echo a lot of the comments above, but here's how I eased into it. I set things up so all future STUFF would be handled in a GTD way, while all the old stuff would either be completed or eventually fit into the GTD system that was evolving. I had been using a paper system and knew I wanted to go digital, but I held off. Initially I used pads of paper for next actions, added a couple Inbox style bins to my desk, one for Stuff I was deferring till later, one for Stuff I wanted to read if/when I had time. These were in addition to regular old inbox outbox. I got a label maker and labelled everything in sight, including the label maker, just to make me laugh every time I used it. I fixed my file system, which was a mess. Once I had that "infrastructure" in place, it made it easier to transition to a more GTD system. After I'd lived with that for a while, I got a new Palm and switched everything over, tweaking the system more as time went by.
Still tweaking, but my time is much better spent and my office much more organized than before I started.