I was in a very similar situation. I was 21, studying mechanical engineering, not sure what to do with my life, but had high expectations. One book that helped me a lot was "I Could Do Anything If I Only Knew What It Was": http://www.amazon.com/Could-Anything-Only-Knew-What/dp/04405...

The book sounds corny, but it can help you get a better perspective on your life. Make sure to actually do the exercises.

Check out http://wishcraft.com to grab a PDF book from Sher.

This book: http://www.amazon.com/Refuse-Choose-Revolutionary-Program-Ev... helped me identify myself more.

I got this book for my wife: http://www.amazon.com/Could-Anything-Only-Knew-What/dp/04405... and she said it helped her refocus things.

The takeaway from all of this is that TMA page helped me identify and 'diagnose' (in a loose sense) that condition. The Sher books above helped with some practical advice on how to live and deal, and sometimes thrive, with the condition. Her term for someone with TMA would be 'scanner' , and she's written about scanners for years.

I've been juggling things for a while, and currently I'm a publisher (groovymag and jsmag), a consultant (really just consulting sometimes), a developer (hands on coding), a trainer, speaker (2-3 conferences per year), have written a book, and am working on some other projects for later this year which may help open some doors in to new avenues.

Had I stayed at my job I would have been more compensated financially but far less fulfilled. That said, I still wrestle with feelings of unfulfilledness, and some of that comes down to not being able to execute on all my ideas. What I'd like to do is get to the point where I'm comfortable hiring people to do a lot of the grunt work fulfilling my ideas (I don't particularly care to do the work, I just think it needs to get done).

This doesn't mean I'll never take a traditional full time job again, but I'm a lot more demanding and critical when I talk to potential employers. That still comes up now and then, and I'm a lot of aware of myself and open when talking about employment. Nothing has yet fit the bill, but I'm not shutting the doors to that possibility. I just don't think it'll be likely. It'll need to be a kickass company and/or working in an extremely engaging problem space with some freedom for me to float around some. Very few traditional jobs fit that bill.

I would be wary of self improvement programs that charge money. I'm not sure what exactly you've looked into, but there's a lot of information out there for free or cheap.

I've spent a decent amount of time reading self-improvement books/blogs, and for me the stuff that made the most impact were things that were tailored to the problems I was having at the time.

Here's an overview of what I've read over the years that have helped me to some extent:

I Can Do Anything if I Only Knew What it Was: http://www.amazon.com/Could-Anything-Only-Knew-What/dp/04405...

Paul Graham's Essays: http://www.paulgraham.com/articles.html

How to Win Friends and Influence People: http://www.amazon.com/How-Win-Friends-Influence-People/dp/14...

Four Hour Work Week: http://www.amazon.com/4-Hour-Workweek-Escape-Live-Anywhere/d...

Randy Pausch, Time Management: http://www.youtube.com/watch?v=oTugjssqOT0

GTD: http://www.amazon.com/Getting-Things-Done-Stress-Free-Produc...

Steve Pavlina: http://www.stevepavlina.com/

7 Habits of Highly Effective People (reading this now): http://www.amazon.com/Habits-Highly-Effective-People/dp/0671...

So I would say "it depends" on what you want out of life and where you are now. Self improvement is a life-long task and you will need advice that changes as you progress.