Don't try the same thing over and over again.  I think this has been a huge problem for me lately.  It seems that in multitable sng's, a certain pattern seems to be developing in my gameplay.

1) Establish an early lead
2) Maintain lead until midway through tournament
3) Worried that I no longer have lead, slow down and only play premium hands
4) Make the final table as short stack
5) Go all in
6) Fail to double up
7) Sulk in bedroom

I just watched the 'I am Nanonoko' video, and was particularly struck by his methodical approach to the game.  If something works, he thinks about why it is working.  If something doesn't work, he thinks about why it isn't working, and adjusts his game accordingly.  I, on the other hand, attribute things that work to my general awesomeness and tactics that don't turn out so well to the illnatured meddling of the poker gods.  However, I have not really attempted to change my gameplay in the middle part of the tournament when my game usually takes a turn for the worse. Next time I play, I'll try to maintain a more aggressive approach throughout the game.

So, if at first you don't succeed, try try again*

*as long as what your are trying is different from what lead you to fail in the first place.  Otherwise, you're just throwing away good money when you could be spending it on things like ice cream.