In Physics, there are lots of counterintuitive results for a truthseeker to have to accept, so it probably helps someone become more rational.
In the same time, physics students usually accept this by authority, and only later learn all the details which constitute the evidence implying the counterintuitive theories, so this is a double-edged sword.
(The physicist training probably con't be much improved in that. If the students had to really see that e.g. quantum mechanics is really the best theory to explain the observed phenomena, they had to go through a lot of blind alleys that physicists examined between 1900 and 1930 - and it isn't without a reason that it took about thirty years to formulate QM in a coherent form.)
A Wall Street Journal article by Harvard professor of government Harvey Mansfield claims that the social sciences and humanities are inferior to the sciences. The article implicitly urges undergraduates to major in science. From the article:
Do you agree with this? As a game theorist I probably have a rather biased view of the situation. It's certainly true that the ideal of the scientific method is vastly better than the practice of economists, but I think that majoring in economics provides better training for a rationalist than majoring in any of the sciences does.
Economics explicitly considers what it means to be rational. Although it infrequently considers ways in which humans are irrational, I'm under the impression that the hard sciences never do this. Furthermore, because economists can almost never perform replicable experiments we have to rely on what everyone in the profession recognizes as messy data; therefore we’re far more equipped than hard scientists to understand the limits of using statistical inference to draw conclusions from real world situations. Although I have seen no data on this, I bet that a claim by nutritionists that they have found a strong causal link between some X and heart disease would be treated with far more skepticism by the average economist than the average hard scientist.