I cannot think of any exercise that's more likely to build up one's self control over time than meditation. The ability to keep one's attention squarely on the meditation object (typically the breath) for as long as one wishes improves self control and focus immensely over time.

If you've never experienced it, the feeling of having zero thoughts in your head for an extended period of time is just absolutely stunning/amazing/whatever - worth experiencing like you wouldn't believe.