The Nike article is a great read. My favorite quote:
"The gist of the idea is that people change their behavior—often for the better—when they are being observed (which is why it's sometimes called the observer effect). Those workers at Western Electric didn't build more relays because there was more or less light or because they had more or fewer breaks. The Hawthorne effect posits that they built more relays simply because they knew someone was keeping track of how many relays they built.
When you lace up your running shoes outfitted with the Nike+ sensor and fire up your iPod, you're both the researcher and the subject—a self-contained experimental system. And what you're likely to find is that the Hawthorne effect kicks in. You're actively observing yourself, and just that fact not only provides information you can act on but also may modify your behavior. That's the power of Living by Numbers."