Well, we've all read up on how to improve your skills through reading how-to-write books and blogs, attending conferences, and interviewing writers. At least, odds are that if you're reading my blog, you have. I've also mentioned how you can improve your storytelling skills through general research, training and observation (such as going bush walking can improve your descriptive techniques as well as be inspirational).
Of course, there are other options. What about all those storytelling hobbies out there? What about sitting around a campfire and coming up with improvised horror stories? You can keep track of your skill by watching how a real live audience reacts to you. Doing theatre sports or acting classes can also assist by making you more aware of the role of body language amongst other things.
Also, why not try your hand at a pen-and-paper roleplaying game either as a player (where you create and control a single character complete with personality and goals) or as the Game Master / Storyteller / Dungeon Master (where you create and control the world, antagonists, and any character that isn't controlled by a player)? Sure, these games can be played as dice-rolling extravaganzas to the tune of 'lightning bolt' and 'magic missile' where the players simply use statistical number crunching to win against the enemy. Generally, however, they are played as excursions into other worlds, with players throwing themselves into the skins of their characters, and GMs developing story lines in an interactive universe. We all know what it's like when a protagonist in a novel has a mind of its own. What about having four that really do?
The benefits of doing this is that you can see first-hand which plot lines capture interest and which fall flat. A session of roleplay also generally covers more ground than a session of writing, which means that you can practice plotting on a faster level, and you certainly gain a lot of skills at description and dialogue. If your description is too long or your dialogue too unrealistic, you'll soon know about it. You can have games about solving crimes, exploring fantasy worlds (great to assist with your world building), dealing with horrible monsters, or hunting ghosts. Pretty much any type of genre has a market for it (except for Romance - that could just get plain weird between friends).
Also, it's a lot of fun and can give any budding writer the audience s/he craves. Just beware: No plot survives contact with players. A player's mind doesn't function the ways that ours does and they will always come up with some unexpected route to solve an obstacle.