I think you have to start slowly and build up momentum. But definitely focus on one at a time, at least for short periods. Once you have built up momentum, you can shift focus. it's the first bit when you are getting the ball rolling that is hardest.
check out this article:
How to Take Consistent Action: 7 Powerful Tips
and this one:
The Kaizan Blog » The Key to Starting a New Habit
They are good ones for starting a habit and keeping on going with it