Advice from Alain Connes (from the Princeton Companion to Mathematics) on being creative:
Walks. One very sane exercise, when fighting with a very complicated problem (often involving computations), is to go for a long walk (no paper or pencil) / and do the computation in one’s head, irrespective of whether one initially feels that “it is too complicated to be done like that.” Even if one does not succeed, it trains the live memory and sharpens one’s skills.
Lying down. Mathematicians usually have a hard time explaining to their partner that the times when they work with most intensity are when they are lying down in the dark on a sofa. Unfortunately, with e-mail and the invasion of computer screens in all mathematical institutions, the opportunity to isolate oneself and concentrate is becoming rarer, and all the more valuable.