The situations that make me feel upset with myself after the game are not where I played a bad game in a position that was beyond my reading ability, but when I played a bad move because I just didn't bother to read. With the constraints that we face in time and mental stamina during the course of a game, most of us are unlikely to engage in in-depth reading on every move. In many positions we play by intuition, the recognition of a familiar pattern, or some other heuristic. I am most vulnerable to this phenomenon when I have a big lead on the board but there is some bad aji that means my groups are not entirely safe if I respond poorly to my opponent's probes. I can become overly confident / bored / whatever and allow speculative invasions to succeed or play small, unnecessary endgame moves in an attempt to increase the margin of victory when I could/should just fix the aji that remains behind.
All of that is to say, one thing you can do to improve your reading is try to recognize
when to read. Tsumego can help you recognize a group that might be in danger or a possible tesuji that could lead to a big reduction, but they aren't enough on their own. You also need a healthy dose of self-knowledge. What types of positions do you tend to overlook? When do you shift to autopilot or give up trying to read the results of your moves? Fixing these holes in your game is one step to "playing up to yourself," to use Bill's phrase.
It sounds like you've already taken the first step to fixing this problem, which is identifying that you lose games from a winning position. Next you need to deliberately identify when you are likely to take a mental break from reading and try to stop yourself from making those mistakes in a game. Take a deep breath. Use the time you have on the clock. If you're really way ahead going into the endgame, fix your bad aji even if it means you'll win by a smaller amount. Pay attention to sente and gote, so your opponent doesn't suddenly begin pushing you around and causing you to bleed points. Be suspicious of the moves you play automatically. Don't play moves just because they are comfortable patterns without looking at whether the result will be good for you.
There's obviously a balance in all of this. We don't want to begin playing overly timid moves as a matter of habit, or we'll never improve our play. There are times when we will be in a position that is beyond us and need to trust our intuition (though we can later evaluate whether it was correct). But I've found that minimizing those "I could have read it out but I didn't" errors is leading to a significant increase in the number of games I'm winning.
Addendum: Kirby posted while I was writing this and communicated much the same thing with far fewer words.
is due to my mistake all the way back at 
?
