The first answer that occurs to me:
To expand: I have long suffered from mood swings in which I would 'enjoy' a month or two of borderline hypomania, followed by one to four months of depression and anxiety, accompanied by a lot of akrasia and mildly self-destructive behavior.
Before my 'rationalist conversion' in 2005, my main support system for dealing with these problems had become various Alcoholics Anonymous-style 12-step groups. After my rationalist conversion (I'll use BRC and ARC from here), I realized these programs don't have very good efficacy, especially for their primary purpose of helping people quit self-destructive behaviors. They have a secondary purpose, which is enhancing adherents' quality of life, for which they are somewhat more efficacious, but they promote too many irrational beliefs to be recommended for this purpose IMO.
ARC I went on a fairly intense quest to discover better means to improve the quality of my life by rational means, which ultimately led me here, among other places. One of these other places was that I learned to practice on myself the psychological techniques of Stoicism (I use that to refer the ancient Greek and Roman philosophical school that was the basis for Cognitive Behavior Therapy, not the modern slang term), as outlined by William Irvine in A Guide To The Good Life.
Without writing a long post about Stoicism, one of the core techniques is to doubt the validity of your thoughts and interpretations, especially thoughts that you find disturbing or that give you pleasure. The reason is that you have zero, or close to zero, influence over many of the things that happen that you get disturbed or ecstatic about. The Stoics hold that it is irrational to get worked up over things about which you can do nothing. Thus the aim of Stoicism is to train yourself to pursue and avoid only those things it is possible to EFFECTIVELY pursue and avoid, and to cultivate serene acceptance of the The Things You Cannot Change. (Yes, this is the 12-steppers' Serenity Prayer, but with a much better set of psychological techniques for cultivating the lofty state it describes.)
In a nutshell, learning these techniques has allowed me to effectively short-circuit the mental habit of going into a "tizzy," which is what I call that thing where you start playing an anguish-provoking mental loop in your head over and over again. This in turn has reduced the cognitive component of my depression down close to nothing. It has also diminished some of the cognitive component of hypomania, by instilling a habit of being skeptical of my "high" thoughts as much as I am of my "low" thoughts. This also has a positive impact on my overall happiness by softening the crash that occurs when my rose-colored notions about things I am going to do (get rich by starting my own business, usually) fail to come true. (Note that none of this means I shouldn't start a business or aspire to become rich!! However there is a big difference in the hard-headed mental state that would set a person up for success in starting and running a business, and the fragile high I am describing.)
Bottom line: I've experienced a major improvement and stabilization in my mood, without antidepressants or other psychoactive drugs. (I do get regular exercise -- another direct outcome of Stoic practice -- and this also helps.) I haven't had a serious bout of depression in two years, which is unprecedented in my adult life.
I've got to stop writing, so for the moment I will just list a couple of other major benefits of my rationalist conversion, to be unpacked later:
This is a result of various aspects of rationality kung fu, most recently Less Wrong, commitment contracts, and Beeminder.
I also arguably:
Make more money than I would have otherwise (because I studied negotiation techniques)
Read and study more
Sleep better
And the skin on my hands is less dry, especially in winter. (I really like that last one, which is a nice little object lesson in rationality in itself, but in the interest of getting something posted, I will elaborate later.)
Related to: Tsuyoku Naritai! (I Want To Become Stronger), Test Your Rationality, 3 Levels of Rationality Verification.
Robin and Eliezer ask about the ways to test rationality skills, for each of the many important purposes such testing might have. Depending on what's possible, you may want to test yourself to learn how well you are doing at your studies, at least to some extent check the sanity of the teaching that you follow, estimate the effectiveness of specific techniques, or even force a rationality test on a person whose position depends on the outcome.
Verification procedures have various weaknesses, making them admissible for one purpose and not for another. But however rigorous the verification methods are, one must first find the specific properties to test for. These properties or skills may come naturally with the art, or they may be cultivated specifically for the testing, in which case they need to be good signals, hard to demonstrate without also becoming more rational.
So, my question is this - what have you become reliably stronger at, after you walked the path of an aspiring rationalist for considerable time? Maybe you have noticeably improved at something, or maybe you haven't learned a certain skill yet, but you are reasonably sure that because of your study of rationality you'll be able to do that considerably better than other people.
This is a significantly different question from the ones Eliezer and Robin ask. Some of the skills you obtained may be virtually unverifiable, some of them may be easy to fake, some of them may be easy to learn without becoming sufficiently rational, and some of them may be standard in other disciplines. But I think it's useful to step back, and write a list of skills before selecting ones more suitable for the testing.