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Psychohistorian comments on Anticipation vs. Faith: At What Cost Rationality? - Less Wrong
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Anticipation is an experience. I don't really see how one could decide to give up anticipation because it's irrational any more than they could decide to give up hunger just because it's irrational.
At least, so long as anticipation refers to "the good (bad) feeling one gets when thinking about an upcoming good (bad) event." I'm not really sure what else you'd mean by it, and I'm not sure how the truth could hope to destroy it.
I'm pretty sure that everyone here who's considering giving up "anticipation", uses that term to mean not just any thinking about future experiences, but a consistent method of assigning concrete probabilities to future experiences. And the hypothesis about the irrationality of experiencing such anticipation, is merely a corollary of that factual hypothesis: If your probability estimates on some particular question consistently fail describe good bets, then binding emotions to those probabilities motivates bad decisions.