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.
There's a difference between correcting your behaviour to adapt to what you'd judge, intellectually to be rational, and correcting what generates your behaviour.
The same difference that exists between running a compiled or an interpreted program (or at least when interpreted meant it would run really slow).
The second may not be possible quite a few cases too. The first is probably possible, but unless it becomes an learned reflex, you'll always have to expand some mental energy towards it ( http://en.wikipedia.org/wiki/Ego_depletion ) . In the end, it may work against your objective of acting more in accordance with your best rational judgement.
The best idea I can come up, is, be honest with yourself. There's always a reason why you'd act against your judgement. What is that reason, and why is it stronger ?
Where does the strength that your rational decisions may possess, come from ? From your desire to be rational, from the belief it is going to be more efficient, from the expected better payoff that you'll attain by acting rationally as opposed to having no strategy, following your impulses more or less blindly ?
If that strength isn't enough, but you still "want" to act rationally, then maybe you could search inside of you for the correct feeling, the one you know you'd feel, if you were to have the rational reaction. You are angry at someone ? Why ? How would you feel if you weren't ? Can you step back, examine yourself as if you were a third party, and decide that after all the satisfaction of letting that anger go wouldn't be a great loss if you decided to experience a different feeling ? Or would you rather have that satisfaction after all ? Same for most other similar issues. There's a reason why you act in some way and not another. Find it, see if it's really worth it, see how else you could feel, pause for a moment, see if you could, and would want to, feel like that after all. Then decide for yourself.