I've tried a to implement GTD a few times but am never able to stick with it - Its an interesting system and the only one that I ever tried to implement.
I called David Allen's company to see how much the 'coach' would cost so that a couple of my colleagues and I could get started, but it was way too high for me to consider.
I always revert back to moleskine & 3x5 notecards.
I tried implementing GTD but it didn't stick either. However, there are tons of useful things you can pick up just by reading GTD-the-book, going through some of the methods and seeing what clicks with you. For me the two-minute-rule and concept of breaking a task down into actionable steps really changed the way I do things.
Another thing I picked up from GTD was 43 folders - although I don't use it as gospel, the concept of sticking things that don't have to be done yet away in a folder for when they _do_ need to be done saves me so much brain-bandwidth (I use RTM to manage this).
I recommend the book to everyone, really; even if you don't end up a GTD-lifehacker, I'm pretty sure you'll find a few things that work.
I use EMacs heavily to mantain my GTD "buckets" and flow. If you use an editor a lot I'd suggest you try using it over notecards and see if it helps you implement GTD.
Plus you can do several nifty things with an editor that just isn't possible with pen and paper. For instance, I link each action item with a "project" or a "goal" and each day I get "points" for all items completed (based on these links). It's a great reward system!
I called David Allen's company to see how much the 'coach' would cost so that a couple of my colleagues and I could get started, but it was way too high for me to consider.
I always revert back to moleskine & 3x5 notecards.