Regarding reducing one's anxiety, a "meta-analytic review" by Cheng et al. (2014) published in a fairly high-impact venue suggests that coping flexibility is the stuff that matters... when it comes to coping outcomes, of course. (As the joke goes, madness is doing the same thing and expecting different results.) What exactly coping flexibility is isn't so easy to pin down, but apparently some conceptions of that notion are better than others:
Researchers have conceptualized coping flexibility in diverse ways: as a broad coping repertoire, a well-balanced coping profile, cross-situational variability in strategy deployment, a good strategy–situation fit, or the perceived ability to cope with environmental changes. [...] Studies adopting the perceived ability or strategy–situation fit conceptualization yielded moderate effect sizes, whereas those adopting the broad repertoire, balanced profile, or cross-situational variability conceptualization yielded small effect sizes.
The notion of strategy–situation fit seems largely derived from the CAPS theory. For a more recent (quantitative) work of that kind see e.g. Kato (2012).
The meta-analysis by Cheng et al. also identified a small role played by individualism (and age):
In addition, the positive link between coping flexibility and psychological adjustment was stronger in samples from countries lower (vs. higher) in individualism and samples with higher (vs. lower) average ages. Individualism and age explained 10% and 13% of the variance, respectively.
(Cheng et al. also conducted a quantitative analysis of publication bias for the set of studies they considered and concluded that "publication bias is not a concern".)
Having said that coping is basically reducing your own stress, which is not the same thing as achieving some externally set goal (e.g. meeting society's expectation in some regard). I'm not sure what research has to say with respect to "willpower" strategies for the latter. Clearly if one considers unreasonable goals in some societies (e.g. eliminating homosexuality) probably no such "willpower" strategy is going to work. It would be more interesting how less incongruent goals fare; from Koestner et al. (2014)
research has begun to show that support for
autonomy facilitates goal progress, whereas more directive
forms of support appear to be less consistently helpful, or even
unhelpful.
There's a substantial body of work on the effects of goal setting. I'm not incredibly familiar with it, but one highly cited line of work by Locke and Latham (see 2006 update or the Wikipedia page on it) finds that setting high bars is better than "best effort" approaches as far as achievements go.
There's also a substantial body of work on conflicting goals, e.g. see Fishbach and Dhar (2005), but such research doesn't seem to involve ranking strategies. Note that reducing your own anxiety and achieving some externally imposed goal may well be conflicting goals.
