I once participated in a radio contest called hunt for the kisser golden bone. They gave really obscure clues over the air as to the location of the golden bone and if you found it you would win $10k. After 5 weeks of participating in the contest I found myself totally convinced that I alone was in the one park where no one else was and I was going to find it, I was "the chosen one". It wasn't just me, just about everyone who had been in the game that long was convinced or deluded that they alone were on the true path to the golden bone all others were 2ed or lower. What I learned from this is it's real easy to delude oneself when there's some prize involved to which only one's efforts can obtain the prize, not physical efforts so much as intellectual efforts. There's another contest I suckered myself into called, "the quest for the true unifying theory of gravity!". This one has been going on for at least 80 years. After perusing all the various crackpot theories of gravity including my own it seems like this is indeed a grand way to get deluded if that's your thing. So to sum it up the best tool to have for a theoretical scientist or physicist is a good sense of humor, because God sure does. Sorry I had to get that off my chest, can you think of some other ways?