A very useful exercise I found on the LiveJournal blog of my friend satyapriya, reposted with her own intro, which works for me too:
This is from the work of Dr John DeMartini. Answer the questions as honestly as you can and then collate the answers. The things that come up over and over again are your top values.
I found it revealing.
1. How do you fill your space?
2. How do you spend your time?
3. How do you spend your energy?
4. How do you spend your money?
5. Where are you most disciplined (consistent, where do you honour yourself)?
6. Where are you most organised (where does your life run smoothly)?
7. What do you think about?
8. What do you visualise (dreams for yourself, visions)?
9. What do you talk to yourself about (praise, put downs, coaching, mutterings)?
10. What do you talk to others about?
11. What do you react to (what presses your buttons)?
12. What are your goals?