It occurs to me that the bulk of my complaints against the present (or past) state of the world can be summed up as:
People keep doing things without evidence that what they’re doing works.
This is related to magical thinking, but while magical thinking is mostly a confusion of causation with correlation, the phenomenon I’m trying to describe includes just about all of the usual cognitive biases.
Two aphorisms come to mind:
Insanity is doing the same thing over and over, expecting different results.
and
A fool redoubles his efforts when he has lost sight of his objectives.
That satisfies my triteness quota for this month. Let’s move on.
Suppose you want to get something done. (A laudable goal, to be sure.) Perhaps you want to lose some fat and gain some muscle. Perhaps you want to reduce crime in your city, or stop your citizens from partaking of certain kinds of drugs. Perhaps you even want to bring liberty, safety, and (of course) democracy to an oppressed people in a foreign land.
These aren’t problems with blazingly obvious solutions.
Now, many people would disagree. It’s obvious to some that if you want to cut fat from your waistline, you should cut fat from your diet. It’s obvious to others that if we make pot illegal, kids will stop smoking it. And — alas — it’s obvious to still others that the best way to make any country safe for democracy is to invade it, topple the tin-pot despot, and allow æons of pent-up sectarian hatred to boil unchecked to the surface. Er, I mean hold an election!
So back to you and your goal. Your task is a long one, but you have an idea of how to go about it. So you pick a plan and stick with it.
How do you know whether your plan’s working?
There’s the rub: most people never bother to find out. They stick with their first idea, because it makes them feel good — or simply because they can’t think of anything better to do. They stick with it so long that it becomes part of them, that changing The Plan would deny their very identities (or involve admitting they were wrong, which is often a smaller form of the same problem).
Imagine investing all that time into a plan that doesn’t work! Much more comforting to risk wasting more time, but never to risk the awful chance of finding out that you were wrong.
When people do this, it’s unfortunate — worthy of sympathy, perhaps some gently-worded advice, and a quiet moment of honest introspection (am I doing that, too?). When governments do this, it’s at best a waste of money, and at worst wholesale slaughter.
Not to mention par for the course.
So how do you know whether your plan’s working? Well, look at the question: you need some criteria to tell you how you’re doing. If you’re trying to lose fat, one of those criteria may be the circumference of your waist. If you’re trying to reduce crime, you might look at crime rates. Other examples will occur to you. These criteria need not be numerical: if you want to improve your general well-being, you could jot down how you feel upon rising every morning.
Now you can track your progress. If your criteria are moving in the right direction, then your plan works — for now. (Circumstances have an irritating habit of changing without notice.) If not, you need to change your plan.
Note that this principle works the other way around as well. If you’re trying to convince someone to do something, or trying to prevent them from doing something, it really helps to have data to back up your assertion.

Awesome rant! One thing that strikes me as futile with the suggestion to focus on gathering data is that most people already feel that they’re doing that, but they neglect to question how reliable that data is. Or, put another way, most people who are stubbornly stuck to a plan are already convinced that they have enough evidence that it is working, and in order for them to see the error of their ways, they need a lot more than to be encouraged to gather more evidence, because they’ll just go out and ignore everything that they don’t want to hear.
In my opinion, what most people really need is to push themselves mentally (by which I mean to work at some challenging problems and learn a thing or two in the process) and to have their assumptions challenged. Most people really don’t like to have their assumptions challenged (eg. is there a God?), partly because they’re afraid of change, and mostly because they’re weak.