They make a to-do list.

"Clearing the mind for a good night sleep is critical for a lot of successful people," Kerr says.

"Often they will take this time to write down a list of any unattended items to address the following day, so these thoughts don't end up invading their head space during the night."

For example, Kenneth Chenault, CEO of American Express, writes down three things he wants to accomplish the next day.