I heard an interview with the scientist who did the 'one cookie now or two cookies later' study. He said the most fascinating thing was watching the film of the kids alone with the cookies. Some would just matter of factly make the choice, others would torture themselves over the decision, some would choose two cookies later but would get very angry at having to wait. And of course there was the true rule breaker: A little boy took the Oreo apart and licked out just the center part of the creme filling and put the cookie back together - they quit using Oreos after that.
I like the idea that self control is a skill you can build. I probably will always eat the one cookie now, but I am more content with the my choice.