What I've started noticing, though, is that after doing this for a couple of years, when it's become automatic, it gets difficult to differentiate between "for the sake of learning, let's assume this is my fault" and "this is actually my fault". And at that point, it's hard not to get depressed in the face of adversity... after all, it's all your fault.
I've started blaming other people more – mind you, from a baseline of never doing so – and it has done wonders for my well-being and self-esteem.
So, yeah, it's a good trick, but do your very best to keep in mind it's only a trick.
Also, it's interesting to compare Sivers' heuristic with that of Martin Seligman ("Learned Optimism") who recommends that while you shouldn't necessarily avoid taking blame, you should try to compartmentalize it as much as possible and never assume your failings are due to some fundamental flaw in your character.