What is it?
Time Management is the practice of using your time to accomplish the important tasks in your life.
 How to do it
There are two basic approaches to Time Management: Task-based and Outcome-based. Task-Based Time Management is best represented by Getting Things Done which helps you organize the tasks you wish to do by priority and venue. Outcome-Based Time Management is best represented by Franklin/Covey and Anthony Robbins OPA/RPM systems. These systems begin with defining overriding goals you wish to accomplish (like buying a new car, for example), and then determining tasks to support that goal, and ultimately organizing many tasks to ensure that your life achieves the outcomes you desire.
Task-based organizing is often called "Bottom-up" while Outcome-based systems are called "Top-down," because they work in opposite ways as visualized on a chart where goals are on top, and tasks are at the bottom.
If you can't measure a thing, you can't control that thing. Time sampling is a technique for collecting the data needed to enhance time management.
 productivity myths
HOWTO: "Be more productive" by Aaron Swartz points out several common productivity myths. "Another common myth is that you'll get more done if you pick one problem and focus on it exclusively." This reminds me that I've heard elsewhere: if you practice every day for 30 minutes, it takes about a month to learn how to touch-type -- but if you practice every day for 4 hours, it still takes about a month to learn how to touch-type.
Why is it that other people appear competent and productive, while I live in a messy house? Perhaps I don't yet have the right tools
or perhaps I haven't had the right training in using what I have
- see the Systems and Frameworks mentioned above; also Getting Things Done, The FlyLady, Robert's Very Fast Lesson in Using a Planner, ...