I think one very significant factor is the mental one. I hike/climb with a few people who don't acclimate particularly well and it seems like it might be sort of a self fulfilling prophecy, where you get so focused on altitude and it's effects that you inevitably start feeling those effects. I think a good excersize would be to find a hike that you know you are going to be at a high altitude and bring along an iPod or an entertaining friend so you can work on not focusing on the altitude. Don't look at a map, gps, or altimeter and try your hardest to not even think about what altitude you're at. While the problem is certainly not all mental, I think that this sort of mental training will help you deal with the acclimating and help you enjoy climbs and hikes much more.
Also, I know it's obvious, but I drink a whole lot of water and take two preventative aspirin before bed (good night's sleep is imperitive) and after I wake up.