Cross posted from Overcoming Bias. Comments there.
A last way that personal experimentation could be worth it for me, yet not already completely covered by others, is that most of the facts one is likely to learn are quite context-specific. That way, everyone in history might have figured out for themselves what the best time and sugar-content for lunch is, and it would be worthless to me.
This also seems quite plausible. It could either be that people are so varied that there is just no good answer to whether it is better for productivity to eat snacks throughout the day or a few big meals for instance. Or it could be that which value of one parameter is best depends on all the other ones, so if you tend to eat more sugar than me and sleep less and laugh more, exercise might make you less sleepy than I.
The latter possibility bodes poorly for those who would experiment a lot. After you have determined the best quantity and timing of exercise, you might go on to try to optimize your sleep or sugar intake and make the original finding worthless.
This explanation would also seem to explain the observations in the last post: that many people do seem quite keen advise on the details of one’s life, but that the content of such recommendations seem a bit all over the place. Perhaps each person’s discoveries really do work well for them, but just look like a sea of noise to all the other people.