I think the best thing any Dungeon Master can to do improve his or her game is to join a game. You can learn a lot from other games and gamers. I find that I learn so much about how to improve my own DM’ing skills when I play or listen to other games. I can study other DMs. Learn what they are doing right and what they are doing wrong and use that to help me improve my own game.
If your not able to join a D&D game the next best thing you can do is listen to D&D podcasts of games. Wizards of the Coasts has several podcasts with Chris Perkins, Penny Arcade, PvP, and Wil Wheton all sitting around and playing D&D. I have learned a lot just from listening to these games in my spare time and as a result my own personal game has improved quite a bit. These podcasts have become an invaluable recourse for me.
Wizards of the Coast has also released a video of a game with Chris Perkins and the writers from robot chicken. This is great because you can actually watch the game and not just listen to it. These videos and podcasts are great tools for any one who DM’s.
What gaming podcasts do you listen to and how have they improve your game?