Sparkly – I like lightbrite’s advice. I think you should listen to him/her.
Positive self-talk is also very important. Every time you accomplish even a small thing, tell yourself how wonderful you are. If you go a week without wearing a shorter skirt, for example, just keep telling yourself how incredible you are. It sounds funny, but I know from experience that it really works. No one can make you feel as good about yourself as you can.
You can also try a reward system. Tell yourself that every time you go a week without wearing a short skirt, you will buy yourself a new article of clothing/ jewelry.
Try to found ways that you can look great tzniusly. Spend a little more money to buy nicer clothes that are tznius.
Maybe you can find a friend whom you can work on this together with, so you can each encourage each other or reward each other.
Send a post to the CR every time you go a week without wearing a short skirt, so your fellow-posters can congratulate you.
In terms of tv, instead of stopping cold turkey, why don’t you look for Jewish videos that you can watch in addition? As you watch more and more Jewish things, you will automatically watch less and less not-Jewish stuff (since you can’t do two things at one time) or find other forms of recreation so that you will need it less.