I read books, hang out on WS and VC (these forums are a wealth of information you can't get in a book). I try every wine that's offered to me. I takes notes on 95% of the wines that I try. Later I transcribe them into a journal. As I train my palate, my notes are becoming much more detailed.
I ask questions whenever I can, I hang out in wine shops making friends with the people behind the counter (they like that, they're bored).
I probably should start subscribing to a publication, but I doubt it'll happen in the near future. I'd rather save the money and make friends with wineshop guys who know what I like.
AIM: Drunken Mariachi