DON'T: "Watch me double fault."
Focus on something else, anything else. A strategy. A game plan. It doesn't have to be a complicated one. Sometimes my strategy is simply, "keep my eye on the ball... eye on the ball... eye on the ball." Preferably something pleasant. Refer back to #3.
Almost anything is better than beating yourself up.
3. Breathe. Full inhales followed by long, full empty-your-lungs exhales. This helps relax and loosen your muscles. Relaxed muscles work better. When you are tight, your serve will make a bee-line for the net, your free throw will fall short, your baseball bat will swing and miss. So before each swing, serve, foul shot or chip shot, breathe.
One breathing strategy: Exhale as you make contact with the ball. Do you wonder why Venus Williams and Maria Sharapova grunt so loud when they hit the ball? This is a way of breathing, or forcing an exhale, upon contact. It helps them hit the ball harder and improves their accuracy. Again, the muscles will follow the brain's intent better when the muscles are loose.
4. Visualize. I admit, this is my least favorite exercise. I'm not good at visualizing. I have trouble holding an image in my mind, let alone seeing myself doing a sequence of things. But I'm working on it. Because it works.