As with any debt, pay them on time and if at ALL possible, pay more than the minimum to avoid paying so much interest.
And no matter what, do not get a second loan to pay off an existing loan. You're just compounding the problem.
I read the blog of a woman who went so far as to live in her car for a while to get out of debt. Sometimes extreme measures are called for.
Find ways to cut expenses AND earn more money.
If you haven't canceled internet and cable service yet, now is probably the time. If you're taking payday loans you're beyond your means and/or in an emergency situation.
Here are some things that have worked for other people in debt:
Rent out a room, get out of your lease or otherwise cut back on housing expenses. Never buy beverages (coffee, soda, water, etc). Drink tap water. Never go to a restaurant to eat. Cook at home and bring some water and lunch with you when you're out. Drive only to and from work and if you have other errands, like the food bank or the grocery store, do them on foot or on the way to/from work. If you live less than 2 miles from work, sell your car and walk. If you owe on your car, try to cut a deal with the dealer to take it back from you.
Find things to sell on craigslist. Pots, pans, clothes, furniture, jewelry.
Turn down the heat and wear more clothes.
Find other ways to earn money. Lawn care, dog walking, around here people pick up dog poo in yards for about 15$/hour. Clean houses in the evenings. Do post-party clean up. A cousin of mine does clean up after fires and is making good money at it. It's hard work but no one else wants to do it.
Talk to the folks you owe money to and set up a payment plan. If they won't do that, try consumer credit counseling.