One of the more helpful habits I've developed is taking responsibility for everything in my life. This is a strong contrast to the average victim / "things happen to me" mentality that a lot of people have.
Basically I assume that anything "bad" that happens in my life is a direct result of actions I took. If I lose money in the stock market I don't think, "Oh man... I'm so unlucky... the stocks went down."
Instead I think, "I bought those stocks and I lost money because of a decision I made."
I even take responsibility for other people's actions as they affect me. If a girl I'm dating goes nuts and does something stupid I tend to assume that it was actions I took that caused her to do that.
That doesn't mean that she couldn't have taken responsibility for my bad actions and reacted better, but it does mean that I recognize my part in everything and assume that even if I'm only 10% responsible, there was probably something I could have done to get the outcome I wanted.
If I approach a girl and it goes badly, it's because my approach wasn't good enough, not because of some problem with her.
I do this because I want to constantly critically think about decisions I've made and actions I've taken and learn from them. It also promotes taking an active role in one's life. My failures are my responsibility as are my successes. My future is in my hands alone.
I'm a strong believer that everyone gets what they deserve, at least in the first world where we have mechanisms for upwards mobility. You reap what you sow.
It doesn't work in EVERY single case because of variance, but the people that take more responsibility and action tend to get what they're going for. The people that think everything HAPPENS to them tend to never get what they want.
Not always, of course, but 90+% of the time.
At the same time, I never feel bad about decisions I've made. There's no point. The best thing that can be done is to analyze the mistake and use that info for future decision making.
Life is actually easier when you take responsibility because it helps make the right course of action clear.
"My site isn't popular enough. What can I do to make it more popular?"
is a lot more empowering than:
"WTF? My site is awesome. Why aren't people visiting?"
I don't actually think I'm doing this topic justice. It's hard to articulate.