The first thing anyone must do before any other self improvement is even logically possible is doing something about self deception, otherwise any self improvement attempts degenerate to be a form of wireheading as you will self deceive as to what the self improvement achieves, and you would end up improving your ability to self deceive.
I would suggest dropping this belief in silver bullet self improvement, burying it, and putting a stake through it's heart, as the first step. If you look at the accomplishments of people who couldn't just improve their subjective performance by improving ability to self deceive - technical fields for example - about the only type of self improvement you see is training, on complicated problems, with tests.
The self deception is a cognitive process that we are reward/punishment conditioned to do, internally, when doing free form non-externally verified thought. E.g. a Christian would be subject to anxiety-like feeling when considering the arguments against the Christianity, and reward feeling when coming up with arguments why Christianity is right, and would get conditioned to feel good about invalid approach to reasoning and feel bad about valid approach to reasoning. Quitting religion won't reverse this conditioning. The conditioning could perhaps be reversed by studying mathematics for long time and doing the exercises (and getting punished for self deception as self deception would be resulting in failures), or some similar occupation where there is reliable external verification of correctness.
edit: Sorry, christianity is only meant as an example. This applies to any other ill-founded belief, religious or otherwise. The same can also happen the forms of atheisms that include belief in validity of an invalid reason against existence of god. The christianity is simply a world's most popular religion at the time, and by far the most popular in the developed countries, and so it is an important case.
Your base point about being careful about self-deception is made crappy by your rant about christians and your weird veiled accusations.
The "What is Rationality?" page on the new CFAR website contains an illuminating story about Intel:
I presume Andy and Gordon had considered intervening at many different levels of action: in middle management, in projects, in products, in details, etc. They had probably implemented some of these plans, too. But the problem with Intel — it was in the wrong market! — was so deep that the place to intervene was at a very low level, the foundations of the entire company. It's possible that in this situation, no change they could have made at higher levels of action would have made that big of a difference compared to changing the company's market and mission.
In 1997, system analyst Donella Meadows wrote Places to Intervene in a System, in which she outlined twelve leverage points at which one could intervene in a system. Different levels of action, she claimed, would have effects of different magnitudes.
This got me thinking about levels of action and self-improvement. "I want to improve myself: where should I intervene in my own system next?"
My bet is that if the next greatest leverage point you can push on is something like neurofeedback, then you're pretty damn self-optimized already.
In fact, I suspect almost nobody is that self-optimized. We do things like neurofeedback because (1) we don't think enough about choosing the highest-leverage self-interventions, (2) in any case, we don't know how to figure out which interventions would be higher leverage for ourselves, (3) even if there are higher-leverage interventions to be had, we might not successfully carry them through, but neurofeedback or whatever happens to be fun and engaging for us, and (3) sometimes, you gotta stop analyzing your situation and just do some stuff that looks like it might help.
Anyway, how can one figure out what the next highest-leverage self-interventions are for oneself? Maybe I just haven't yet found the right keywords, but I don't think there's been much research on this topic.
Intuitively, it seems like hacking one's motivational system is among the highest leverage interventions one can make, because high motivation allows on to carry through with lots of other interventions, and without sufficient motivation one can't follow through with many interventions.
But if you've got a crippling emotional or physical condition, I suppose you've got to take care of that first — at least well enough to embark on the project of hacking your motivation system.
Or, if you're in a crippling environment like North Korea or Nigeria or Detroit, then perhaps the highest level intervention for you is to get up and move someplace better. Only then will you be able to fix your emotions or hack your motivational system or whatever.
Maybe there's something of a system to this that hasn't been discovered, or maybe there's no system at all because humans are too complex. I'm still in brainstorm mode on this topic.