CarlShulman comments on Don't Revere The Bearer Of Good Info - Less Wrong
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I read decision theory, game theory, economics, evolutionary biology, epistemology, and psychology (including the heuristics and biases program), then tried to apply them to everyday life.
I'm not aware of any general rationality textbooks or how-to guides, although there are sometimes sections discussing elements in guides for other things. There are pop science books on rationality research, like Dan Ariely's Predictably Irrational, but they're rarely 'how-to' focused to the same extent as OB/LW.