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shminux comments on Mistakes repository - Less Wrong Discussion
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An interesting subset is the bad decisions you made that you knew at the time were bad, not just in retrospect, but did it anyway.
Last year, I had to choose what I would research in my honours year of my Computer Science degree. I actually remember thinking to myself, 'I'm going to use all of the techniques I have learned from LW'. I sat down for several hours, carefully analysing my situation, and came to the conclusion, I should research A. It is the superior option on every non-trivial metric I can think of. This is the rational decision.
But then, I chose to research B, because I would have been embarrassed to have to explain my choice of A to my family. And that was it.