If you want to improve your writing, there is nothing more valuable than receiving feedback on your work. No, not something like "your writing sucks" or "this is great" - constructive criticism, tips and suggestions on how to improve in various areas of writing like characterization, plot, story, and even grammar.
A lot of critiquing is subjective. Not everyone will suggest the same things, but not every reader will read your story or novel and see it the same way. So, you'll need to pick through the comments and decide which ones you think will work the best. It's another good reason to get feedback from more than one person. Likely if everyone says to change a certain aspect, you better pay attention and change it!
Receiving feedback isn't the only way to see what you need to improve on, though. Critiquing for others is just as important. By noticing things in the work of others, it brings perspective to your own writing.
Many times when I'm critiquing, I find myself giving feedback on the things that I am working on or things I have finally learned to fix in my own writing. And sometimes when I notice a bump in someone else's work, it's the first time I realize I've been making the same mistake.
No matter how much you write, how many times you put words to paper and spin stories, nothing will ever be perfect. I don't think anyone ever grows out of needing feedback from other writers. You will improve, though, and you'll be able to look back at an old piece of writing and say, "I've gotten so much better!"
The sky's the limit, right? What limit? ;) Critique, ask for critiques, and know that you are doing so to shine and sparkle up your writing a little more each time.
When I was writing my first novel (okay, it really didn't end up being novel length, and it took four years of high school to write, and it's crap - that's all beside the point, though) someone once told me that the first novel you write will have a lot of you in it - your emotions and desires. I listened to this seriously because I had great respect for the person who said it.
So, I looked closely at what I was writing, and with the new type of focus, I saw exactly what she meant. My writing was dark - i.e. everyone died (high school sucked, what can I say?), and I had in there the main female role over-coming and killing a woman that had made her entire life growing up miserable (if that doesn't sound like high school...), plus the notion of love that is so strong that one would rather die than live without the person they loved. Perfect angsty teenager, right? It amazed me that so much of myself was in my story.
This could also be considered to be along the "write what you know" line of thinking. I want to take this a step further, though. She had said first novel. I say, in everything a person writes, if you look at it close enough, you can pick it apart psychologically. When I stepped back to take a look at the thesis novel I recently completed, I could see a lot of my emotions in it. It has psychoses I'm still dealing with (hence I will not be specific). I write how I would like it to be (how I would like to be), even if I'm the exact opposite.
All of this analyzing can be a huge eye opener. You can learn things about yourself that you've kept buried, things you haven't wanted to admit about yourself. I know some people would rather not have the rude awakenings, but in some ways, I believe it's healthy to notice these things inside yourself, and your writing can help you see them.
If you have enough courage to face yourself, try this. Start out slow - take one of your first pieces of fiction. Try to remember who you were then and look deeply to see what you discover hidden between the lines about yourself. This doesn't hurt as much because if it's far in the past, you've likely already discovered those issues by now anyhow. Then, take something you've written more recently (not new because you aren't distant enough), and look at it with the same eyes as you did your old piece. What do you see about yourself within the pages? Remember, you can keep it all to yourself.