Not the prettiest example, but I had a log-running acne problem that I could never seem to get a handle on. So a few years ago, I started writing down, every morning, whether I had new zits that day, what I was using on my face, and any other factors (like diet) I thought might be relevant. It suddenly became quite easy to zero in on the right solution (a low concentration benzoyl peroxide facewash), and I've been happy with the results ever since.

A second example is that I started a (rather involved and silly) spreadsheet tracking my time working one semester. It was far too complicated a system in retrospect, but the mere fact of observing my time-wasting led me to use my time moderately better than before.

And a third thing is keeping explicit track of what you spend, so that you notice what patterns are costing you money and can ask whether they're worth it. (Or, in the other direction, I learned that I shouldn't be so worried about marginal spending on clothes, since that amount is dwarfed by rent, food, etc. So I buy new clothes a bit more often.) There are automatic tools for budgeting (like Mint.com) if you trust them.