I picked this one up on Hacker News.
http://news.ycombinator.com/item?id=1398805 http://en.wikipedia.org/wiki/Ego_depletion
The title says it all. Self-control is exhaustible. So when you're trying to make changes in your life, keep it to one simple thing at a time. Over time the one thing you decided to change stops being self-control and starts becoming a habit. Once it becomes a habit? Start training something else. You'll rack up positive changes in no time.