As I have thought about this problem lately, I have come to a conclusion. One of the reasons that we don't do so well against the "bigger" temptations is because we allow the "smaller" temptations to win too easily. How can we expect to conquer "bigger" temptations like stealing or adultery if we can't even handle the temptations of the "smaller" ones like gluttony or gossip? Why do we give in so easily to temptations like eating too much, stretching the truth or saying something that we shouldn't?
I believe the answer is very simple. We often give in to the "smaller" temptations because we think they don't matter. "So what if I have another serving of that cake?" "It's not that big of a deal if I don't tell the whole story." "I know that wasn't nice to say but it is the truth!"
But think about this for a while. If we use the "smaller" temptations as practice for the "bigger" ones, how much can we grow in our ability to resist the temptation? If we can be firm in our faith and follow God's lead, then we will see the way of escape in each temptation as we grow in Christ. 1 Corinthians 10 says that God is faithful and with every temptation that we face, He will provide a way out. We just have to want to please Him more than ourselves.
So try this yourself. Next time you are tempted, ask yourself "Who would I rather please right now? God or myself?"