There is a lot of talk here about sophisticated rationality failures - priming, overconfidence, etc. etc. There is much less talk about what I think is the more common reason for people failing to act rationally in the real world - something that I think most people outside this community would agree is the most common rationality failure mode - acting emotionally (pjeby has just begun to discuss this, but I don't think it's the main thrust of his post...).
While there can be sound evolutionary reasons for having emotions (the thirst for revenge as a Doomsday Machine being the easiest to understand), and while we certainly don't want to succumb to the fallacy that rationalists are emotionless Spock-clones. I think overcoming (or at least being able to control) emotions would, for most people, be a more important first step to acting rationally than overcoming biases.
If I could avoid saying things I'll regret later when angry, avoid putting down colleagues through jealousy, avoid procrastinating because of laziness and avoid refusing to make correct decisions because of fear, I think this would do a lot more to make me into a winner than if I could figure out how to correctly calibrate my beliefs about trivia questions, or even get rid of my unwanted Implicit Associations.
So the question - do we have good techniques for preventing our emotions from making bad decisions for us? Something as simple as "count to ten before you say anything when angry" is useful if it works. Something as sophisticated as "become a Zen Master" is probably unattainable, but might at least point us in the right direction - and then there's everything in between.
Emotions can also have a lower time preference than your conscious self. For example, a surge of anger can make you stand up against a bully and win much more than the present confrontation in long term self-respect and respect of others, even if you eventually "lose" this particular conflict. My subconscious is always tracking the intangible "social" terms of my long range utility function, and over the years I've come to appreciate that.
I'd describe that as a situation where your long-term interests and your very-short-term interests gang up on your short- to medium-term interests.