Responsible gun owners should seek to improve their skills and stay familiar with the weapons they may use to protect themselves and their families, hunt game, or just poke holes in paper. The best and most cost-effective way to do this is through competition.
Getting involved with your local IDPA or IPSC/USPSA is a really cheap way to get good training. If you can take some constructive criticism, having better shooters diagnose you and help you find speed and/or accuracy is probably the fastest way there is to improve your skills. All it costs is entry fee, typically $10-$20, and 100-150 rounds of ammunition per match.
There are some loud and persistent voices on the interwebs that insist competition is not useful for combat or self defense because "it's a game". I hold that these voices belong to morons.
Yes, competition is a game. There are set rules for your gun, gear, ammo, etc. And yes, you get to see the bad guys before the shooting starts. However, competition hones every skill necessary for you to win a real shooting match. In every stage you will: perform an administrative load, react to contact (on the buzzer), draw, fire accurate controlled pairs, perform reload or emergency reload while moving, engage targets while moving, use visual strategies to group targets by priority, and finally, administratively clear your weapon. Every single thing I listed is important in combat. Learning to do all of these things quickly and efficiently can only help your chances in real combat. Anyone who says that competing isn't good training is wrong.
Your local IDPA/USPSA club is probably also a really great place to get some sage advice from better shooters. The guys at my club are more than willing to critique me when I ask. Sometimes I grab a nugget of wisdom just from chatting while taping up targets or setting up stages. And it's free. I've improved more as a shooter over the last six months than I did during my whole ten years in the infantry, and it's all down to the free advice and training I got at my USPSA club. Maybe I'll look up some of my old scores, but off the top of my head, I'd say I'm averaging 8-10 seconds faster per stage than I was back in April. That's a BIG improvement.
"But it isn't combat training!" shout the voices of internet commandos. Correct. I've been through a good bit of US Army combat training, and very little of it required me to shoot and move, or reload while moving (or at all!). I was never allowed to plan my own assault on the objective, nor make any tactical decisions, period. There were a series of good ranges at Fort Irwin (NTC), an excellent shoot house at Bagram Airfield, and a quite fun impromptu range at Camp Ripley. Apart from that, most of my "combat training" was hand-holding static ranges where I stood in one spot and did exactly what the range safeties said. I have a feeling that if the Army shifted its training to a USPSA or 3 Gun Nation format, our troops would be significantly more effective.
Indeed, it's a game. But it's a game that will make you better at every sub-task that defensive shooting requires. The most effective way to make you a better shooter is to compete. Soak up all the knowledge (not tacticool BS) you can, go in willing to change and grow, be willing to take some criticism, and push your failure point. Be the best shootist you can be. Go compete.