Well yeah, sometimes it does turn out more efficient in the end, but there's nothing wrong with getting a reliable result over a only-slightly-more-efficient one.
I just know that even when I *know* that I'm choosing the dumb way to do things, just because I'd rather do things my own way. Even if I was about to do it the "established" way before someone ORDERS me to do it that way... I automatically start planning to do the opposite.
I guess it's sort of a destructive tendency. You just got to play the odds, I suppose. Play it safe when the stakes are too high and go for broke when you can. It's hard to tell which is which when you're up close and personal though.