I am very familiar with your situation. I spent 14 months of mindfulness training on myself, and have finally succeeded in dealing with it.
1. I constantly guard my mind door. At the beginning, thoughts happen so fast. I catch the train of thoughts in the middle of it. Once I caught it, I mentally note "wandering, wandering", then I watch the train of thoughts. It immediately stops because it feels delusional to go on.
2. Certain mental tendency will keep repeating. You just keep doing what you do. Mentally note, "wandering, wandering", and spot light the train of thoughts. The thoughts will stop.
3. Forgive yourself when it keeps happening, because it is a nonlinear process. There will be times when you think you are making progress and that there are less mental tendencies. There will be times when you feel like you are going backwards. It is like the stock market, but ultimately there is progress.
4. I have given up sensual realm. I still have to go see movies or see rental movies with my wife, but I do not watch TV or listen to radio or read Internet news and watch Internet video anymore. I do anapana when I am not doing sitting anapana meditation. The only difference is that I am not sitting down and my eyes are wide open.
5. When my wife is watching TV, I read Dhamma downloaded from ForestSanghaPublications.org. I keep reading over and over different PDFs on impermanence, unsatisfactory, and no-self. This reinforces my subconscious to stop clinging to forms, being, and doctrine of self.
6. Whenever I am walking, I do walking meditation. If I am walking fast, I still pay attention to the movements of my legs. If it is fast, then it is left right, left, right,... If it is moderate pace, then I notice the entire movement of my legs one at a time. When you get a habit of this, you will not have time to think during walking. You begin to notice that there is just walking and not "I am walking".
7. I contemplate on the fact that all these mental tendencies are just waste of my time. They are impermanent and unsatisfactory. I read a lot of Dhamma to get this into my subconscious.
Often these thoughts arise because of clinging to "self" or "becoming". It is a nonlinear process because every time you are succeeding, ego has a way of tricking you to thoughts again. Ego doesn't want to disappear. Ego feels it needs to be around to protect you. Ego is feeding all the thoughts.
I know what you are going through. Be patient, determined, and have faith in the mindfulness process. It will eventually reduce. Right effort - need to apply effort to guard the mind but not apply the effort too strongly that it creates tension in your life.
Insight meditation has awareness of thoughts as it arise while staying fully conscious. This is like sitting on a river bank watching river flow.
Daydreaming has awareness of thoughts after it has arisen. This is like swimming in the river.