I tried to assemble some of the methods I'm using for learning, maybe they can be helpful for other artists also

- Look at pictures by artists you admire, and try to figure out things. How do they handle light and color? Why do they use that particular color there? What technique did they use? How did they work? The more you look at work of others, the more different kinds of styles and techniques you will see.

- Learn from the masters. Copy works you adore. Not for imitating the artist or showcasing your copy, but for the sake of learning. Don't be shy, ask your favorite artist everything you want to know, such as "What paper do you draw on?", or "How do you go about painting a picture, do you start with a sketch?", etc. But be specific, don't ask "how can I paint like that?". And check the artist's homepage, chances are they already have tutorials, a FAQ or step-by-step tutorials there.

- Challenge yourself. Never used a particular medium? Then buy it, no matter how poor you are, and try it out. Never drawn a still life? Do it. Never used that particular color scheme? Give it a try. At a certain point, when you are afraid of repeating yourself, you are on the right track to improve.

- Use reference. If you aim for realism, you can't paint most things straight from your imagination. Even Andrew Loomis used reference. The old masters always made preliminary studies of life models, and did most paintings from life models too. For example, if you are unsure how to paint a head with the light source from below, look up a photo, or take it yourself, or have someone pose for it. It is worth every effort!
Stock photos from deviantartists can be a valuable resource also and provide inspiration.

- Draw from life. It's probably the most valuable practice that there is. Sign up for a life drawing class so that you'll be actually "forced" to do it. Believe me, it works wonders.

- Look up tutorials. Browse through the tutorial section and study the many different ways and media of the different artists. Also visit the websites of the great artists here - many have tutorials up there.

- Collect pictures. On my harddisk, I have different folders: 1) one for old master oil paintings, 2) Modern master oil paintings, 3) Different kinds of watercolor paintings, 4) Great digital art images 5) paintings by Linda Bergkvist, and 6) a folder of gorgeous anime art.
They are very inspiring to browse through and can give you new ideas in terms of technique. Whenever I feel uninspired, I look through my folders.
The images I've collected over time, mainly from Cgtalk.com, Deviantart, Epilogue, Artrenewal.org and many other websites.

Last but not least, go paint a lot, all day long