First of all, I'm really glad we're having this conversation.
This question is the one philosophical issue that has been bugging me for several years. I read through your post and your comments and felt like someone was finally asking this question in a way that has a chance of being understood well enough to be resolved!
... then I began reading the replies, and it's a strange thing, the inferential distance is so great in some places that I also begin to lose the meaning of your original question, even though I have the very same question.
Taking a step back -- there is something fundamentally irrational about my personal concept of identity, existence and mortality.
I walk around with this subjective experience that I am so important, and my life is so important, and I want to live always. On the other hand, I know that my consciousness is not important objectively. There are two reasons for this. First, there is no objective morality -- no 'judger' outside myself. This raises some issues for me, but since Less Wrong can address this to some extent, possibly more fully, lets put this aside for the time being. Secondly, even by my own subjective standards, my own consciousness is not important. In the aspects that matter to me, my consciousness and identity is identical to that of another. Me and my family could be replaced by another and I really don't mind. (We could be replaced with sufficiently complex alien entities, and I don't mind, or with computer simulations of entities I might not even recognize as persons, and I don't mind, etc.)
So why does everything -- in particular -- my longevity and my happiness matter so much to me?
Sometimes I try to explain it in the following way: although "cerebrally" I should not care, I do exist, as a biological organism that is the product of evolution, and so I do care. I want to feel comfortable and happy, and that is a biological fact.
But I'm not really satisfied with this its-just-a-fact-that-I-care explanation. It seems that if I was more fully rational, I would (1) be able to assimilate in a more complete way that I am going to not exist sometime (I notice I continually act and feel as though my existence is forever, and this is tied in with continuing to invest in my values even though they insist they want to be tied to something that is objectively real) and (2) more consistently realize in a cerebral rather than biological way that my values and my happiness are not important to cerebral-me ... and allow this to affect my behavior.
I've had this question forever, but I used to frame it as a theist. My observation as a child was that you worry about these things until you're in an existential frenzy, and then you go downstairs and eat a turkey sandwich. There's no resolution, so you just let biology take over.
But it seems there ought to be a resolution, or at the very least a moniker for the problem that could be used to point to it whenever you want to bring it up.
My position would be that actions speak louder than thoughts. If you act as though you value your own happiness more than that of others... maybe you really do value your own happiness more than that of others? If you like doing certain things, maybe you value those things - I don't see anything irrational in that.
(It's perfectly normal to self-deceive to believe our values are more selfless than they actually are. I wouldn't feel guilty about it - similarly, if your actions are good it doesn't really matter whether you're doing them for the sake of other ...
Let's say Bob's terminal value is to travel back in time and ride a dinosaur.
It is instrumentally rational for Bob to study physics so he can learn how to build a time machine. As he learns more physics, Bob realizes that his terminal value is not only utterly impossible but meaningless. By definition, someone in Bob's past riding a dinosaur is not a future evolution of the present Bob.
There are a number of ways to create the subjective experience of having gone into the past and ridden a dinosaur. But to Bob, it's not the same because he wanted both the subjective experience and the knowledge that it corresponded to objective fact. Without the latter, he might as well have just watched a movie or played a video game.
So if we took the original, innocent-of-physics Bob and somehow calculated his coherent extrapolated volition, we would end up with a Bob who has given up on time travel. The original Bob would not want to be this Bob.
But, how do we know that _anything_ we value won't similarly dissolve under sufficiently thorough deconstruction? Let's suppose for a minute that all "human values" are dangling units; that everything we want is as possible and makes as much sense as wanting to hear the sound of blue or taste the flavor of a prime number. What is the rational course of action in such a situation?
PS: If your response resembles "keep attempting to XXX anyway", please explain what privileges XXX over any number of other alternatives other than your current preference. Are you using some kind of pre-commitment strategy to a subset of your current goals? Do you now wish you had used the same strategy to precommit to goals you had when you were a toddler?