Interesting, I haven't heard of most of these. When I get the chance I'll have to do some research.
Anxiety CAN be a good response. The fear-response that anxiety basically is can be a good "oh crap, I'm in a bad situation here." Getting nervous when asking someone out is uncomfortable and kinda useless. Getting nervous walking down a street at night when someone seems to be following you is normal, and helps you respond properly. The pervasiveness is a major part. If the anxiety is infringing on your life in a lot of useless ways, you probably have an anxiety problem. If a minor problem causes extreme fear, like an unbearable fear of close spaces, you might have a problem- almost everyone has to get in an elevator at some point, and having a panic attack because of it would be inconvenient and unpleasant.
Perhaps tackling specific problems at a time would be more effective. But considering the sheer number of kinds of problems here, I'm not sure. If I wanted to write a sequence on "general mental illness" (sorry, I'm going to continue using that phrase because it's not confusing and it's a good, simple term that doesn't require a lot of terms and you all know what I mean), and wrote, say, one article per mental illness... Well, I could say goodbye to ever getting anything else done. The research alone would take a lifetime, just on what we know now. Writing something worth having on LessWrong is a pretty big endeavor.
Once again, the problem is the sheer complexity of the problem. If we only tackled the really common ones (depression, anxiety, bipolar disorder, etc.) we might be able to do some good work, though.
For a site extremely focused on fixing bad thinking patterns, I've noticed a bizarre lack of discussion here. Considering the high correlation between intelligence and mental illness, you'd think it would be a bigger topic.
I personally suffer from Generalized Anxiety Disorder and a very tame panic disorder. Most of this is focused on financial and academic things, but I will also get panicky about social interaction, responsibilities, and things that happened in the past that seriously shouldn't bother me. I have an almost amusing response to anxiety that is basically my brain panicking and telling me to go hide under my desk.
I know lukeprog and Alicorn managed to fight off a good deal of their issues in this area and wrote up how, but I don't think enough has been done. They mostly dealt with depression. What about rational schizophrenics and phobics and bipolar people? It's difficult to find anxiety advice that goes beyond "do yoga while watching the sunrise!" Pop psych isn't very helpful. I think LessWrong could be. What's mental illness but a wrongness in the head?
Mental illness seems to be worse to intelligent people than your typical biases, honestly. Hiding under my desk is even less useful than, say, appealing to authority during an argument. At least the latter has the potential to be useful. I know it's limiting me, and starting cycles of avoidance, and so much more. And my mental illness isn't even that bad! Trying to be rational and successful when schizophrenic sounds like a Sisyphusian nightmare.
I'm not fighting my difficulties nearly well enough to feel qualified to author my own posts. Hearing from people who are managing is more likely to help. If nothing else, maybe a Rational Support Group would be a lot of fun.