http://blogs.hbr.org/schwartz/2012/03/the-magic-of-doing-one-thing-a.html

Switching costs away from your primary task typically are 25% time.

It turns out there really is a reservoir of energy you have each day and it's finite.

I believe it. That's why I try to get the most important thing each day done first thing in the morning.

So basically, don't spend your time switching context.