It all depends on why and what you're writing.
Here's an interesting post from one of the sites i frequent
Bad Writing Habits. The rest of the site is very useful if you're going to try and write persuasive copy, but there is enough generic advice that will help your normal writing anyway.
If you're trying to write fiction it may be a little bit different. I don't have any experience in that area but
These Guys are amusing and helpful. (There's two professional writers and a professional webcartoonist) They have a lot of good information and cover a lot of topics (all freely downloadable and great to put on an ipod to listen to while exercising)
But the best way is BicHok (Bum in chair, Hands on Keyboard). Just write, put it up somewhere where people can read it and comment and you'll improve with practice.