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There is two ways to do the practice, go and read about the samatha and the vipassana way.
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Four Foundations of Mindfulness, essentially vipassana, can be done during any activity, mobile or immobile.
Sitting meditation is meant to help stabilize it so that you can do it during activity.
Just like when one learns to walk, one first learns while in one place, stumbling, falling, and crawling.
Once one is able to stand up, one can start moving... very slowly... and then fall again.
Eventually, one will be able to walk normally, run, and even participate in marathons.
It is the same way with vipassana -- which is the truest form of meditation.
Other forms of meditation such as visualization and mantra, are sometimes compatible with activities and sometimes not.
Vipassana is a transparent meditation that can be done with any activity and simulates our true nature, which is always watching and just watching. Thus, vipassana is not "vipassana" but just awareness/mindfulness.
All that being said, although Masters greatly prize the student that can do meditation in the midst of activity, it is certainly challenging to achieve the deepest states of meditation, samadhi, whilst doing novel activities. It is better to start off with any form of immobile meditation and attain stability with that before trying moving meditation.
Edit:
I recommend the book The Life-Saving Zijiu Method... this method is truly an amazing mix of Buddhism and Taoism made by someone who has a gift of seeing others' chi channels.
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A simple exercise is to simply count. You can do this anytime your concentration isn't needed for another activity- while walking, riding the bus, etc.
Some people recommend aligning your counting with the breath, but I often found, when I did that, I'd just lapse into a dull, rhythmic counting that didn't really help me learn to concentrate, just to go into a kind of droning stupor.
But if you mentally count, a new number every few seconds, not rhythmically but a little bit randomly, then your mind stays alert and alive to your surroundings, while training your mind to not go off into daydreams or worries. Because you can always tell exactly when you lose the thread, it really helps build the "mindfulness" muscle, and helps train you to be attentive and resilient. It will set you up well if you want to study any other meditation techniques.
Just one thing to keep in mind: the point isn't to learn how to count well :) If you lose track, it is OK: just start over again, with no judgment.
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The only Meditation in which siting is required is the Breathing meditation "Anapanasathi"
There are many other forms of meditation that does not require it.Here are some with the full explanations.
Click on the links and Learn
Slaughtered cow (Meditation on elements)
A bag with an opening at both ends (Meditation of foulness)
Just a body with movement (Meditation of posturest full awarness)
Verily my own body, too (Meditation on nine cemetery contemplations)
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I can only speak from personal experience but I am suspect of the idea that one can only meditate effectively in the sitting (ideally, lotus or half-lotus) position and that not doing so will impede one's development on the spiritual path. In the end, all the arguments and pronouncements for one or the other postures, are somebody else's opinion and must be taken on faith. Meditation, and all that emanates from it, are private experiences; perhaps the ultimate of what is meant by 'personal experience'.
The only way you could really determine the superiority of one posture over an another is to divide oneself in two and spend a lifetime mediating in the sitting position and another mediating walking, lying down or whatever. The fractal nature of the mind which is illuminated and rarefied during the meditation experience is simply too subtle to measure by ordinary standards. I presently practice Shamatha and I meditate lying down. I've been doing this for just over a year now. When I first began the practice I tried sitting but lower back and knee problems interfered. The pain I experienced was not the discomfort suffered by the neophyte who sits in the lotus position. Here the instruction is to ignore it and come back to the object of reference and it will eventually subside.
My pain was based on physical malady and I discovered through well-intentioned trial and error, that it would not subside in a sitting position, only deepen. When this happens you are not meditating, you are focused on pain. For a period it was discouraging: one person even going so far as to say I should give up the practice altogether. I took naturally to lying down and though you are warned that this posture too often leads to drowsiness or sleep--I have never experienced either, once, in the whole time I've been doing it. I correct my position, sometimes before, sometimes during practice, so that the line running from my feet to my neck is straight. If I have a bit of congestion I will slightly elevate my torso until it clears. I try not to get too hung up in the do's and don'ts. I don't scratch an itch but I do get up and go to the bathroom if I have to and this has never interfered with--in the sense of ruining-- my sessions.
So my advice, if I were asked, is to find what best works for you. Shamatha is a challenging form of meditation but if one can simply stay focused as best as able on the object of reference, progress will be made. And remember, while you're interested in making progress, it is more important to forget the whole idea of progress: in other words, you're only doing it when you're not doing it.
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Well, you can apply a meditative mind to anything but in my experience, sitting meditation gives you the most opportunity to go deep.
For instance, there's walking meditation, Tai Chi, Yoga (including its more dynamic variants), eating meditations, and yes, even driving meditation.
Mindfulness can be applied to anything.
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There are some good answers in this thread already. What I would like to emphazize is "Walking meditation". This type of meditation is very beneficial and its a great vehicle to carry over your sitting practice into daily life.
By doing a "moving" meditation it will also become easier for you to remain mindful throughout your day while doing daily activities such as taking a shower, brushing your teeth, doing the dishes.
Here are 2 videos on walking meditation by Ven. Yuttadhammo:
Also here is an article on "The Benefits of Walking Meditation" by Sayadaw U Silananda.
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You could do walking meditation or you could just meditate while doing something (a sport, painting, cooking, washing dishes, doing the laundry, etc.).
If you are really busy, there is one more meditation that you can do:
If you don't have time to meditate consistently, then make a habit of going to bed 10 minutes earlier. Prepare as if you would go normally to sleep. Lay in your bed. Lay on your back, legs a little bit separated, hands on your sides, some 10-15 cm from your body, fists opened, palms on your bed, fingers spread. In this position you won't fall asleep immediately because it's not a comfortable position to fall asleep.
Once you are in position, empty your mind and meditate for 5-10 minutes (if you fall asleep before 5-10 minutes, there's nothing wrong with it, just go with it). Then turn in your favorite position and fall asleep as you normally would.
Repeat the above for a few days. Then, do the same, but don't change position to your favorite position. Just lay on your back and meditate until you fall asleep.
The later you fall asleep the better as your meditation session will be longer. Don't worry, you won't feel sleepy when you wake up because your mind will rest during meditation.
Meditate as described for as many days, months as you wish. If you wake up during the night and can't sleep, meditate as described. If you take a nap during the day, meditate as described. Also, try to meditate a few minutes immediately after you wake up. Just lay in your bed and feel your mind relaxed and empty. Enjoy.
While doing this kind of meditation, before you fall asleep or immediately after you wake up, you will notice many unusual sensations arising in your body. You could hear things, see colors, feel vibrations, have lucid dreams, fly, travel to other dimensions. If it happens, don't worry, don't intellectualize, relax and enjoy the experience.
Once you get comfortable meditating as described, you will realize that there is something in you that is yet unknown. The unusual experiences will confirm you the existence of this yet unknown "you" or "something". This will hopefully motivate you into exploring this yet unknown "you" and you will move to sitting meditation spontaneously.
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One of my teachers recommended the following:
Stay "inside" your body. Do not get so carried away as to lose yourself in thoughts. Especially among people, do not "fly away" to see yourself from their perspective. Stay in your body.
Learn to be comfortable. Do not sit or stand in awkward poses. When we are busy or stressed we tend to focus on the issue and put the body in an uncomfortable position. Get used to be comfortable. As a nice side-effect, when you are physically comfortable internally, you look more graceful on the outside too. Stretch a lot. Keep the good balance of weight when on your feet.
Do not suppress bodily urges to the point of getting uncomfortable. If you need to use restroom, do not hold it until you can't wait. If you feel suffocated staying inside for long time, and know that going outside for a walk will help, go for a walk. Do not ignore your body.
Develop awareness of your abdomen. Many people suppress emotions by blocking the muscles or the sensations in the abdomen. Learn to be aware of the tensions and practice control of abdomen muscles by "pushing" the abdomen out.
Develop awareness of your feet. Oftentimes people tend to get so "heady" as to lose their feet altogether. Having connection with feet is vital for healthy body image. You may have to tap your feet on one another occasionally, until you learn to regain sensitivity.
Finally, learn to be aware of sensations in your solar plexus and any blockages of breathing, especially when you are stressed or nervous.
When practiced for a long time, day after day, all of these combined should pretty much substitute for sitting meditation.
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The Buddha taught many forms of mindfulness and meditation. I encourage you to check out the Satipatthana Sutta and Ven. Analayo's absolutely indispensable commentary on it. Teachers like Goenka are also worth a look. That being said, nothing can replace seated meditation; there is nothing available that has the same effect on consciousness. You simply cannot calm and slow the mind to the same degree with any other practice. Concentration is necessarily diffused when mindfulness is carried into activity. With that limitation, mindfulness can only take you so far.
All teachings on mindfulness culminate in seated meditation. In fact, awareness of the breath is one of the deepest mindfulness practices available. While other mindfulness practices are a great supplement to your time on the cushion, they cannot replace it.