I understand your pain. I used to feel that way all the time. You just have to accept the losses, and watch what other people do. Relax, it's just a game. I have also developed a system of analyzing boards, so I play a whole lot better as a result.
What I do is this, and in no particular order:
1. Scan the board for good combos/power cards I recognize, such as Rebuild, Mountebank, Chapel, Scrying Pool, etc.
2. Find a way to incorporate those cards into an engine, Big Money, etc.
3. Find a way to incorporate any of the rest of the cards into an Engine
Finding out whether to go for the Engine or not is an interesting one, and there are a lot of potential situations I have to consider.
1. Are there any gains? (this includes +buys)
2. Are there ways to capitalize on these gains?
3. Is there trashing?
4. Is there a horrific attack that is going to really suck if you don't have an engine? (Ghost Ship, Mountebank, Familiar, etc.)
5. Are +Actions easy to come by? Are there +Actions at all?
6. Is there draw?
An engine is not going to go so well if most of these things are lacking, but it can still beat many Big Money strategies. The trick is to know when an engine is weak enough to avoid in favor of Big Money. Engines always beat Big Money in the long run, and that's what Engines want. Long term. Big Money is short term. As Titandrake wrote in his wonderful article, Big Money is basically a bet that you can score more points in the short term than your opponent's engine can do in the long term. This scenario is of course very rare, and if there's any sort of real doubt, it is probably better to go for the engine. There are three primary reasons to go for the engine.
1. There is a legitimate Rush strategy available that squashes Big Money (Rats/Upgrade, Stonemason, etc.)
2. There is a way to get more than 1 Province a turn (this could be only Duchies or another alt-VP)
3. The weird exception; the awful attack that sucks if you just go for Big Money
Lastly, there is thinking about openings, mid game, and the end game. It is good to have all three phases in mind, much like chess.
Firstly, the opening. The goal of the opening is to get to the midgame as fast as possible.
Again, to put Titandrake's article into context, getting a gainer early (Butcher, Ironworks) is basically a bet that you will sacrifice short term economy or purchasing power to get a longer term advantage in economy. The earlier the bet, the better. If you get an Ironworks the last turn of the game, it does you no good. Trashing lets you get to your purchased cards quicker, and is again a bet for short term losses for a long term gain. With this in mind, it could be considered to get two trashers, a gainer/trasher, trasher/economy, gainer/economy, and so on. I did not mention attacks yet, but they are also crucial for the reasons that they slow the opponent's plan down. Attacks that do not give you some sort of economy/trashing/gaining are much weaker, like Sea Hag. Mountebank is strong not only because it double junks your opponent, but also because it provides such a boost in economy.
Secondly, the midgame. The goal of the midgame is to get to the end game as efficiently as possible. You can see where I'm getting at with this.
Notice that I did not say quickly. Efficiency includes speed in its definition, and it is not enough to simply be the first to get the Province if your opponent can simply triple Province a turn in 4 turns extra of preparation. When to get economy? When to stop buying engine pieces and go into the end game? This is what the midgame is about. It's much trickier than the opening, but this is where your pre-game planning comes into play.
Lastly, the endgame. Tables stated this best with his classic f.ds mantra: In Dominion, the objective is not to have the most points when the game ends. The objective to have the game end when you have the most points. This is likely the single most important rule in all of Dominion. The endgame can be a turn after the midgame. The endgame can be 90 turns away. It all depends on your plan to end the game while ahead.
There's a whole lot to consider for sure, but that's basically what runs through my head nowadays.