I try to make a habit of looking for another door, another shorter line, another counter with a shorter line, etc.
A win: Walking out of MCO main terminal, found a huge line of folks waiting to buy tickets for the bus shuttle to Walt Disney World. Walked over to the other bus ticket kiosk (it was about half a city block worth of distance past the taxi zone and hotel/rentacar shuttle zone and drop off zones) and there was no line.
A loss:
Traffic jam going to work. Tried an alternate route, also jammed. Tried a second alternate route, also jammed. Eventually went back to the first route. Estimated I got to work half an hour later compared with sticking to the first route.
Also if somebody tells me "no" I try to get a second opinion from someone else. No success stories yet but this could net me a lower hotel rate or something like that.
Travel tips:
http://members.aol.com/ajaynejr/travel.htm