For me, I'm a fan of really dark, depressing stuff. Even something like The Wire, which can be hugely depressing and really serious, the bits I always remember are the jokes, you know?
Rationality is not just something you do so that you can make more money, it is a binding principle. Rationality is a really good idea. You must avoid the nonsense that is conventional in one's own time. It requires developing systems of thought that improve your batting average over time.