GreenRoot comments on Rationality Lessons in the Game of Go - Less Wrong
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I think you're right that most goal-directed activity, especially formalized pursuits like abstract board games, encourages rational thinking. Nevertheless, I have gotten the feeling that go is particularly good in this regard, at least in my experience. I played chess for a long time, and have tried many other types of formal table and online games, and of them all, go seems to have the strongest tendency to show me how bad habits of thinking work against me.
I would love to see more articles like this one explicitly illustrating how other activities can be be approached as a means of rationality practice.
(Perhaps you have had experience gambling in the paper clip casino to increase your hoard, which has given you valuable practice in understanding probability?)