If you're interested in learning rationality, where should you start? Remember, instrumental rationality is about making decisions that get you what you want -- surely there are some lessons that will help you more than others.
You might start with the most famous ones, which tend to be the ones popularized by Kahneman and Tversky. But K&T were academics. They weren't trying to help people be more rational, they were trying to prove to other academics that people were irrational. The result is that they focused not on the most important biases, but the ones that were easiest to prove.
Take their famous anchoring experiment, in which they showed the spin of a roulette wheel affected people's estimates about African countries. The idea wasn't that roulette wheels causing biased estimates was a huge social problem; it was that no academic could possibly argue that this behavior was somehow rational. They thereby scored a decisive blow for psychology against economists claiming we're just rational maximizers.
Most academic work on irrationality has followed in K&T's footsteps. And, in turn, much of the stuff done by LW and CFAR has followed in the footsteps of this academic work. So it's not hard to believe that LW types are good at avoiding these biases and thus do well on the psychology tests for them. (Indeed, many of the questions on these tests for rationality come straight from K&T experiments!)
But if you look at the average person and ask why they aren't getting what they want, very rarely do you conclude their biggest problem is that they're suffering from anchoring, framing effects, the planning fallacy, commitment bias, or any of the other stuff in the sequences. Usually their biggest problems are far more quotidian and commonsensical.
Take Eliezer. Surely he wanted SIAI to be a well-functioning organization. And he's admitted that lukeprog has done more to achieve that goal of his than he has. Why is lukeprog so much better at getting what Eliezer wants than Eliezer is? It's surely not because lukeprog is so much better at avoiding Sequence-style cognitive biases! lukeprog readily admits that he's constantly learning new rationality techniques from Eliezer.
No, it's because lukeprog did what seems like common sense: he bought a copy of Nonprofits for Dummies and did what it recommends. As lukeprog himself says, it wasn't lack of intelligence or resources or akrasia that kept Eliezer from doing these things, "it was a gap in general rationality."
So if you're interested in closing the gap, it seems like the skills to prioritize aren't things like commitment effect and the sunk cost fallacy, but stuff like "figure out what your goals really are", "look at your situation objectively and list the biggest problems", "when you're trying something new and risky, read the For Dummies book about it first", etc. For lack of better terminology, let's call the K&T stuff "cognitive biases" and this stuff "practical biases" (even though it's all obviously both practical and cognitive and biases is kind of a negative way of looking at it).
What are the best things you've found on tackling these "practical biases"? Post your suggestions in the comments.
I really enjoyed The Seven Habits of Highly Effective People. (By contrast, I tried reading some @pjeby stuff yesterday and it had all the problems you describe cranked up to 11 and I found it incredibly difficult to keep reading.)
I don't think the selection bias thing would be a problem if the community was focused on high-priority instrumental rationality techniques, since at any level of effectiveness becoming more effective should be a reasonably high priority. (By contrast, if the community is focused on low-priority techniques it's not that big a deal (that was my attitude toward OvercomingBias at the beginning) and when it gets focused on stuff like cryo/MWI/FAI I find that an active turnoff.)
I think there's a decent chance epistemic rationality, ceteris paribus, makes you less likely to be traditionally successful My general impression from talking to very successful people is that very few of them are any good at figuring out what's true; indeed, they often seem to have set up elaborate defense mechanisms to make sure no one accidentally tells them the truth.
Technically, John was describing the problems of analytical readers, rather than the problems of self-help writers. ;-)
I have noticed, though, that some of my early writing (e.g. 2010 and before) is very polarizing in style: people tend to either love it or hate it, and the "hate it" contingent seems larger on LW than anywhere else.
However, most of the people who've previously said on LW that they hate my writing, seemed to enjoy this LW post, so you may find something of use there.