I have anxiety/depression/ADHD and aspirations in conflict with my abilities and situation in life.
One strategy I have learned to employ which I consider "rational" is to approach maintenance of my mood and mental health as a limited resource allocation problem. One of the big leaps was learning to see my good mood as a limited resource which is spent as I think about potentially difficult or disturbing topics.
It is not "free" for me to consider all the ways I might do better in life, or past mistakes I have made, or ways the world is messed up. My ego is fragile. Dwelling on such topics, even when it may lead to an ultimately productive insight, is draining, and other things I value in life - my sense of motivation, my friendships, my work productivity - all suffer. My values discourage me from deluding myself to feel good, and so my approach is to allow myself to consider such difficult topics only in controlled doses.
If I am feeling particularly stressed out or guilty or ashamed, then I will deprioritize things like work and the needs of friends, and spend time and energy on improving my mood. And my model of the situation as a limited resource allocation problem helps me sidestep the ensuing thoughts of "you're being selfish/lazy/unproductive/ineffective" - such thoughts come from a place in my mind that does not recognize the resource is limited.
The result is, I keep my mood maintained more consistently, and as a result I am more effective overall.
Stimulants are extremely effective for ADHD, definitely make sure to take them if you are not.
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.