Consequentialists should have a comprehensive set of deontological beliefs they adhere to
One thing I believe happens a lot to effective altruists, who are generally (all?) consequentialists of some sort, is that their rational calculus leads them to efface themselves or lead a life much more miserable than they would've if they had spent less time thinking about their altruism. I think...
It is, but I'm specifically saying a form of rule consequentialism that serves personal happiness about as well as it could be served is in fact rational (for anyone who is trying to maximize impersonal happiness and probably for anyone who is a consequentialist of any kind).