The best teacher will show you theory, give you both good & bad examples, explain why the bad examples don't work, then watch you try it and give you feedback. The lower the time lapse between trying something and getting feedback, the faster you'll learn.
If you don't have the spare $50k laying about to hire a personal instructor for your desired task, you're stuck searching and finding this stuff on your own.
Programmers
What if you're a programmer? The best place to go for theory is textbooks. Usually they're thick with theory but light on practice, and some of their theory will only work in the toy examples that academics are used to. But that's fine; you're here for the theory.
Good & bad examples are somewhat easy to google for. "Best practices" and "horror stories" are good keywords. Look for people that suggest bad experiences and ask them to expand on it.
Newbs tend to have bad habits, but finding out what those are and why they're bad is difficult. Books and didactic websites are again your best bets here.
The hard part is feedback. For that you need a coding buddy; someone (and I would suggest someone you don't work with) to serve as a sounding board, and will develop their own library of best practices, bad habits, and good feedback. You can give yourself feedback by (as I mentioned early) refactoring your own code shortly after you write it. Go back and rewrite the last app/utility/website you built! Might seem like "a waste," but it's amazing what you'll learn in the process.
Gamers
Game theory is woefully light. Good luck with that.
Good examples are easy to find; there's tons of videos of good players and really bad players. The hard part is figuring out why the good players succeed. Sorry. Good luck with that.
The easiest way to get better, actually, is to study mistakes. Look at people that get crushed and try to figure out what they did wrong. Fraps your own play and study it. A lot of people just hate doing that. Suck it up, cowboy. You'll learn fastest that way.
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