How do I stop trains from switching tracks in a 'stupid' way

The solution is to use one-way signals on each of those tracks. That way, you'll be forcing the travel direction on each track.

In your screenshot, I'd force left-to-right direction for the bottom track, and right-to-left to the top one. If you are British, probably you'll want it reversed.

Read about path signals on the OpenTTD wiki. There are two types of path signals: a standard, and a one-way. You'll want to use the one-way path signal.

Also read about terminal stations for suggestions on how to place signals near the station itself.