I agree ... and think that martial arts are a perfect metaphor for exactly the reasons you just outlined.
Knowledge of a perfect 'style' of fighting would be applied to all aspects of life, and would be continuously practiced. By mastery of the true and sublime kung-fu, you would avoid all bad habits and work forever towards becoming stronger. What you take from the dojo protects you every day, making your life better.
And let's be honest: a building when you learn to kick ass is WAY sexier than a center that teaches ergonomics, hygiene or nutrition. If we're trying to sell LessWrong, it can't hurt to make LessWrong sexy.
I'm not saying that 'Rationality Dojo' is the best answer.
But I do really like the metaphor.
The Singularity Institute wants to spin off a separate rationality-related organization. (If it's not obvious what this would do, it would e.g. develop things like the rationality katas as material for local meetups, high schools and colleges, bootcamps and seminars, have an annual conference and sessions in different cities and so on and so on.)
We can't think of a name for this organization.
We can't think of any names that seem good enough to be audience-tested.
We don't have any ideas good enough that we'd want to mention them in this post.
Help.