The cognitive psychology school of thought has spawned models of sequential stages or phases of information processing associated with various tasks. It has encouraged the study of cognitions and attention as related to learning, performance and high levels of achievement in goal-directed complex activities in which movement is the medium of expression. Although more recently proposed dynamical systems models challenge the simplicity of this approach, there is little doubt that the ability to learn as well as to excel in performing movement skills depends to a great degree on the effective self-regulation of cognitive processes in a variety of situations. What to think about (or not think about) prior to, during and even after an event can have great consequences on present and subsequent performance. Relevant externally-provided and self-generated strategies should enable these processes to function at an optimal level, and are the subject of an increasing amount of research. For such purposes, it is convenient to categorize events as self-paced (closed) and externally-paced (open). Examples of both types of events exist in sport as well as in various occupations and recreational activities, with different information processing demands associated with each one. Any breakdown in a particular stage of processing will potentially lead to poorer performance. Special training techniques and strategies are evolving from the cognitive and psychophysiological research literature that might improve the level of functioning at each stage for either self-paced or externally-paced skills.