Someone asked me what my best conscious self-improvement decisions have been.
Here's a list, and why I think they helped:
Lifting weights. It's great exercise, it's way more fun than running on a treadmill, and it makes me more attractive and confident and proud of my body, and I think it even improves my posture. This one is easy to see why it's awesome.
Training conscientiousness. I wrote about this a couple years ago. Simply put, I realized that "actually doing things" / "making sure things got done" was a skill I wanted, didn't have, and could train. Those skills and that attitude has stayed with me. For example, I used to make promises like "I'll send you an email" and rarely follow through. Now, when I make a promise like that, I take a small step (adding a reminder, writing a note on a scrap of paper) which will cause me to actually send that email later. Or, I used to tell myself things like "I won't say things that piss off my friend," but the next day, in an angry mood, say one of those things. Now, when I say things like that, my reaction is to ask myself "Is that your real goal? Why haven't you achieved it before, and what is actually going to change this time?" The result is that I actually achieve the things I say I will achieve, and instead of just talking about stuff, I actually do stuff.
Habit training skills. Realizing that most actions that people do are habitual, then realizing that habits are trainable. When you want a certain habit, the typical strategy is to find an existing hook in your life to attach it to. Then you have to notice the hook the first few times, before it becomes habitual. I've used this technique to train brushing my teeth in the morning, for example. In order to make the habit easier, you choose something that takes almost no effort at first -- you just have to remember to do it. Then you can ramp up the difficulty once beginning the action is automatic.
You can go one step farther, though: you can practice the habit offline (before you need it). Example: I want to stop biting my fingernails, so I replace that habit with a harmless one of "nice hands" -- clasping my hands and smiling. The problem is that I never notice biting my fingernails until it's too late. But for 20 minutes I practiced moving my hands near my face and immediately doing "nice hands". I only learned this technique a week ago but I have reduced my fingernail-biting by ~95%, and noticed every time that I was doing it, and I expect this to improve to completely kicking this habit.