1) Write. Duh.
2) Read. And while I read, I analyze. What did the author do that I liked? What worked? What didn't? How is the story organized and paced?
3) Critique. I joined a critique group to get feedback on my own work (which is, as I've said before, my least favorite part of the process), but I learn so much more by critiquing other people's stories. In the almost-year that I've been part of Critters, my critiques have gone from "I don't know what the hell to say" to "I have way too much to say."
On a side note, I picked up the audio version of Janet Evanovich's "Plum Spooky" at the Post book sale today. I've never listened to an audio book before and I'm looking forward to it.