Like with most things, applying yourself will yield the best results. The questions is where to apply your efforts. There are some who would argue that knowledge is key, while others will assert that experience is most important. You will need to determine for yourself what combination of the two works best for you.
For those that prioritize academic knowledge:
1. Become familiar with all the rules, different hands and terms associated with the game of poker that you play.
2. Read a book. There are thousands of poker books available, covering every nuance and aspect of poker. As the game dynamics have changed over the years, so have the books and authors purporting to give you an edge. Focus on books giving you a solid foundation before you get into worrying about fancy plays that are more important at higher levels. Understanding the math behind the game can be as important as the advanced situations discussed in many books.
3. Join a poker training site. These interactive communities can be the best way for a player to advance quickly as you watch videos and interact in the forums. On these sites you can post hand histories, read theory discussion and articles, or ask questions of experienced players.
4. Soak up the culture of poker. Read blogs, interviews, articles and listen to podcasts with respected poker players. There is so much to learn from those that have succeeded before you came along. Independent public forums like Poker Curious, Pocketfives and Twoplustwo can also be good resources.
For those that value the experiential path:
1. Play as much as possible. Put in as many hours as you can of focused poker. Seeing as many different situations play out will increase your skills tremendously.
2. Pay attention to the other players. Those that are winning, what are they doing right? Those that are losing, what are they doing wrong?
3. Working to improve your game with other players? Training sites and forums are great places to find similarly motivated players who want to improve and play similar levels to what you play. Setting up sweat sessions to discuss strategy is key.
4. There are a number of poker software products that will record and analyze your play. Being able to accurately understand your results is key to seeing what works and what doesn't. Sometimes you will make the right move, but get a bad result. Being able to go back over your hands afterwards can help you distinguish the difference.
Whichever path you choose, there is no substitute for hard work. Keep learning and practicing. Don't get discouraged by the inevitable bumps in the road and keep seeking input from more talented players.