Re. the willpower studies: I tentatively agree with Echo about the study cited in the Atlantic. To me a plausible alternative explanation for the findings is that strong negative emotions (like anger or feeling mislead or manipulated) can interfere with focusing on a task. I certainly haven't read the mountain of studies they mention, but I did click on one that was linked to, about shopping when brokenhearted, and it didn't seem to support the notion that willpower is finite and can be depleted. Instead, it seemed to indicate that strong negative emotions (like romantic hurt or loss) can drive shopping behavior/impulsivity, etc. But in order to reach any definitive conclusions about the body of work I would have to read up on it more :).
One thing about lab-based studies: They can easily be critiqued for their lack of "external validity," meaning that in the lab, the researchers control for all sorts of other variables, but in the real world, there are many, many factors at play simultaneously, influencing our behaviors, thoughts, etc. so that lab findings cannot readily be generalized to the real world without oversimplifying things dramatically.
I do tend to think that impulsivity is partly temperamental, that is, in-born, but also heavily influenced by nurture. So, the tendency to wait for the two marshmallows is the result of the interaction of nature and nurture, like everything else. Also in the mix here, I think (in the mix of the discussion on willpower) is the concept of self-efficacy (from Bandura), which is defined as perceived self competence. If someone has high self-efficacy re. "resisting temptation" or whatever, each time they resist, their sense of competence grows and they will take on even greater challenges, which only increase their sense of competence, and so on. Self-efficacy can be applied to any sort of skill, behavior, etc. The opposite also happens: A person feels they aren't competent at something, maybe experiences a little failure, and their sense of competence diminishes, they take on fewer challenges, it diminishes further, etc.
If I believe I'm a person with a strong will (and having a strong will is a key feature of my identity), and each time I exert my will I am able to resist whatever it is, then that will encourage me to take on greater and greater challenges of will, or so the theory goes.
Okay, I will stop professorizing now :). Sometimes I can't resist!