As everyone else says, take "Sequences" out of the title. ("The Sequences: 2006-2009" is a strong contender for Worst Book Title Ever unless you want no one other than existing LWers to read it, and anyone who has advised you otherwise should never again be asked for book-naming advice.)
"Rationality" is probably too cumbersome a word (possible exception: what if that were the whole title?); "thinking" or "thought" or "reason" might be OK.
"How to Win"? (I worry that that's dishonest; it's insufficiently well established so far that rationalists -- in the sense of people who think in the ways Eliezer advises -- do actually win in the real world.)
"Thinking: right and wrong"? (Riffing off Kahneman's title, of course. Might be mistaken for a political book -- indeed, it wouldn't be a bad title for a smug conservative/libertarian treatise.)
[EDITED to fix a typo.]
To my ear (eye), "Thinking: Right and Wrong" sounds like a pretentious high school logic textbook. The effect is more schoolmarmy than bold, confrontational, or crisp. Most of our target audience won't get the pun, and even many of those who do may be turned off by the suggestion that this Eliezer guy knows the One True Right Way to Think. I'm not saying that's a reasonable response; I'm saying it's an unreasonable enough one that the people inclined to have it are probably in more desperate need of the contents of this eBook than are the Kahneman fanboys and fangirls.
Quantum Computing Since Democritus got me thinking that we may want a more riveting title for The Sequences, 2006-2009 ebook we're preparing for release (like the FtIE ebook). Maybe it could be something like [Really Catchy Title]: The Less Wrong Sequences, 2006-2009.
The reason for "2006–2009" is that Highly Advanced Epistemology 101 for Beginners will be its own ebook, and future Yudkowskian LW sequences (if there are any) won't be included either.
Example options: