Double binds are a surefire path to burnout. A good way to get there is to make more promises than you can possibly keep, and then make a non-verbal, undiscussable promise to yourself that you must keep all or your promises. A typical situation where I've seen this play out is starting your own company, getting caught between responsibility to your employees, your family, your customers.
Anyone considering a startup should be aware of this (and given the overlap between LW and HN I'm guessing this is some appreciable fraction of LW, though I'm too tired right now to quantify that). Don't put that plan into motion until you've got a good sense of whether that's a vulnerability for you.
When I try to figure out how to balance personal happiness with saving the world, I think a lot about burnout. If I make a major change - e.g. changing careers - what are the chances I'll burn out and become a lot less useful as a result?
I've never burned out, so I don't know where that edge is for me (plus I suspect the edge moves around depending on circumstances). I'm obviously biased on the topic: there's the temptation to tell myself "This will prevent burnout and make me more effective in the long run" every time I want to do something.
Some things people here have described as causing burnout:
Going through the motions of a religion you don't believe in
Training yourself to feel guilty whenever you relax
Pursuing altruism too exclusively (That post suggests Bostrom's parliamentary model as an antidote).
Do you have more examples? Have you burned out? Are there things that you think have kept you from burning out?