What You Can Change and What You Can't by Martin E. P. Seligman is one of those rare self help books that are really helpful. He reviews the "nature/nurture" concept and points out that there are certain human problems which appear to be more nature than nurture and to try to change those things about yourself will drive you nuts because you probably will fail. On the other hand, there are human problems which we probably can change and it would be worthwhile to learn ways to do it.
Seligman deals with problems such as anxiety, depression, weight, sexual problems etc.
I liked this book which is ten years old, but still worth reading.