There's a lot to be said for the Stoics. The trick, I think, is that you have to begin it early. It's easy to skip the your-son-may-be-dead-in-the-morning when you're young and your son probably won't be dead. But if he dies, you can't pick up The Consolation of Philosophy and get sudden consolation. It avoids the unpleasant shift -- and perhaps just smoothes out the constant amount of unpleasantness over time.
On starting early, the Stoics imply what you say: it definitely plays to your advantage—the faults are not yet so deeply entrenched to the point that they're irreparable.
Agree on "no sudden consolation": Let's take Cicero himself, with all his treatises about how to bravely face death or pain, or how "the wise man is never unhappy", et al. When his daughter died unexpectedly, he was absolutely inconsolable (a normal reaction for any of us). His immediate response to suffering was to read: "At your house I read everything that anyone has ever written on the alleviation of sorrow," he wrote to a friend some three weeks after Tullia (his daughter) died, "but my grief defeats every consolation".
[quote]
"... Let us embrace old age and love it. It is full of pleasure if you know what use to make of it. Fruit is sweetest just before it spoils, boyhood most attractive as it is departing; when one is devoted to wine, it is the last drink that brings the most pleasure—the one that puts you under, giving the final push to inebriation. Every pleasure saves its greatest delights for its last moments. The most pleasurable time of life is on the downhill side, but before the drop-off . Even the time that stands at the very brink has its own pleasures, I believe. Or if not, then it has this instead: one no longer feels the need of any. How sweet it is to have worn out one’s desires and left them behind! ..."
<Skip the funny anecdote of a certain "Pacuvius, who used to hold funeral ceremonies for himself, with wine and the ritual meal" for brevity's sake.>
"The happiest person, the most untroubled possessor of himself, is the one who awaits the morrow without anxiety. Anyone who has said, “I have done living” rises profitably each morning, having gained one day."
[/quote]
Some more quotes from Seneca's letters here[+]. His Letter 26 is entirely about growing old.
PS: The English translation used to quote the above bits: Letters on Ethics [University of Chicago Press]
[+] https://news.ycombinator.com/item?id=24400629