At some point everyone sporting a brain has to break their shins on the realization that they are the easiest person in the world to fool. Beyond that lies yet another rough frontier to conquer: that the antidote to such self-delusion is not to tell yourself, "I'm no fool!" because that just sets you up for all new ways to be fooled.
As of late I've seen some gloom-inducing examples of this in — and it pains me to say it — the skeptic community, where some of the people have proven themselves to be not just gullibly human, but downright self-deceptive. Most prominent are a few folks who on the one hand brand themselves as skeptics and empiricists, but on the other hand won't apply skeptical and empirical scrutiny to their own prejudices about woman, nonwhites, etc.
Ugly stuff. Doubly ugly when it comes out of a community you would think to be at least incrementally immune to this kind of pigheaded b.s. But no, they're not, and out of that comes a lesson I am now realizing I have already learned in other realms: Being scrutinous of self-delusion in one field — science vs. the paranormal — doesn't translate into being scrutinous of self-delusion in another. One must remain perpetually vigilant of how to port one's skeptical inclinations between various non-overlapping magisteria.
In plainer English: you can always be deluded — even when you think you can't.
What really strikes me is how skeptical circles might well have been all the more vulnerable to this particular ailment. The mechanism for this is one my friend Eric Frederiksen outlined: it's easy to go from "I only believe in facts and logic" to "If I believe this, it must be logical and factual". If you have a vested interest in seeing yourself as logical and factual, instead of fallible and gullible, this process is made all the easier. Worse, you can make a leap like that without ever noticing you're committing violence against logic and facts.
One of the ways I got interested in Zen Buddhism was courtesy of Douglas Hofstader's discussion of Zen in his book Gödel, Escher, Bach (which I loved), where he showed how the way Zen saw things was about freeing yourself from preconceptions about things, including preconceptions about yourself. One of those preconceptions, of course, is what you know — or, what you think you know, what the limits of your knowledge (and self-knowledge) are. Given that this came in the context of a book about what the nature of intelligence and thought was, it made sense to look at it that way.
But what didn't come from that particular discussion was some sense of how the whole point of Zen is not to merely intellectualize such things. Likewise, the point of being a skeptic is not just to think of yourself as one, but to act the part — and not just act the part when it's convenient for you, either.