Why I liked it as a rationality quote: it concisely states the importance of instrumental rationality. Simply wanting something is insufficient to achieve it, you need a way to get there that survives contact with reality.

The example he gives is of an exercise system: rather than just wanting to exercise, he goes to the gym every day, and then decides to exercise when he's at the gym. He doesn't beat himself up when he decides not to exercise; he's just executing the system. The system delivers results; he exercises more than he would if he didn't follow the system.